Upgrade to Pro — share decks privately, control downloads, hide ads and more …

Better than My Meetup/Conference Talks: Going ...

szilard
November 09, 2019
54

Better than My Meetup/Conference Talks: Going Deeper in Various GBM Topics - GBM Advanced Workshop - Budapest, Nov 2019

szilard

November 09, 2019
Tweet

More Decks by szilard

Transcript

  1. Better than My Meetup/Conference Talks: Going Deeper in Various GBM

    Topics Szilard Pafka, PhD Chief Scientist, Epoch (USA) GBM Advanced Workshop Budapest Nov 2019
  2. Disclaimer: I am not representing my employer (Epoch) in this

    talk I cannot confirm nor deny if Epoch is using any of the methods, tools, results etc. mentioned in this talk
  3. ...

  4. top algos (RF, boosting), all features most algos (lin, tree,

    nnet) worst algos (knn, NB) top algos, removed top feature(s) 2007
  5. 10x

  6. 10x

  7. GPU

  8. time ordered data time ordered data train test sample sample

    proper train early stopping Model selection resampled 80-10-10 (~CV) (slightly different distribution)
  9. time ordered data time ordered data train test sample sample

    proper train early stopping Model selection random search over lightgbm resampled 80-10-10 (~CV) (slightly different distribution)