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stat.ME2019★ 2 cited
Tree Boosted Varying Coefficient Models
Yichen Zhou, Giles Hooker
This paper investigates the integration of gradient boosted decision trees and varying coefficient models. We introduce the tree boosted varying coefficient framework which justifi…
stat.ME2018
Boulevard: Regularized Stochastic Gradient Boosted Trees and Their Limiting Distribution
Yichen Zhou, Giles Hooker
This paper examines a novel gradient boosting framework for regression. We regularize gradient boosted trees by introducing subsampling and employ a modified shrinkage algorithm so…