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  1. Gradient Boosting (CatBoost) in the development of trading systems. A naive approach

    by , 11-17-2020 at 07:34 PM
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    Gradient boosting is a powerful machine learning algorithm. The method produces an ensemble of weak models (for example, decision trees), in which (in contrast to bagging) models are built sequentially, rather than independently (in parallel). This means that the next tree learns from the mistakes of the previous one, then this process is repeated, increasing the number of weak models. This builds a strong model which can generalize using heterogeneous
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