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"Advances in Gradient Boosting: The Power of Post-Processing"
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• Gradient Boosting and Post-Processing:
o What is missing from Gradient Boosting?
o Why post-processing techniques are used?
• Applications Benefiting from Post-Processing: Examples from a variety of industries.
o Financial Services
• Typical Post-Processing Steps
o Generalized Path Seeker (GPS): modern high-speed LASSO-style regularized regression.
o Importance Sampled Learning Ensembles (ISLE): identify and reweight the most influential trees.
o Rulefit: ISLE on “steroids.” Identify the most influential nodes and rules.
• Case Study Example:
o Output/Results without Post-Processing
o Output/Results with Post-Processing
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