[R-SIG-Finance] Webinar: Advances in Gradient Boosting: the Power of Post-Processing. TOMORROW, 10-11 a.m., PST

[Lisa Solomon]

Webinar: Advances in Gradient Boosting: the Power of Post-Processing
TOMORROW: December 14, 10-11 a.m., PST

Webinar Registration: http://2.salford-systems.com/gradientboosting-and-post-processing/ 
 
Course Outline: 
I. Gradient Boosting and Post-Processing: 
o What is missing from Gradient Boosting? 
o Why post-processing techniques are used? 

II. Applications Benefiting from Post-Processing: Examples from a variety of industries. 
o Financial Services 
o Biomedical 
o Environmental 
o Manufacturing 
o Adserving 

III. Typical Post-Processing Steps 

IV. Techniques: 
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. 

V. Case Study Example: 
o Output/Results without Post-Processing 
o Output/Results with Post-Processing 
o Demo