DataTaunew | comments | leaders | submitlogin
4 points by nofreehunch 3199 days ago | link | parent

Look at GA^2M (Lou, Caruana, Gehrke). It is an extension to GAM that allows you to create huge complex ensembles, without sacrificing GAM's intelligibility.

Code & Papers here: http://www.cs.cornell.edu/~yinlou/projects/gam/

Also http://statweb.stanford.edu/~tibs/ElemStatLearn/ has an entire chapter on this algo by one of the authors.




RSS | Announcements