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View Code? Open in Web Editor NEWA straightforward implementation of EGBM-based Generalized Additive Model
License: MIT License
A straightforward implementation of EGBM-based Generalized Additive Model
License: MIT License
Hi @andruekonst,
Could you please release the classification version of EGBM? I tried to implement the classification version and modified the loss function of GBMs and MSE loss into cross-entropy to compute residuals. Also, I increase the pretraining iterations of each GBM to separate the samples by a hyperplane at the beginning of the training of EGBM as your paper referred. However, the results are not good. Could you please advise?
Many thanks
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