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dilut
2010 Feb 28
1
Gradient Boosting Trees with correlated predictors in gbm
Dear R users,
I’m trying to understand how correlated predictors impact the Relative
Importance measure in Stochastic Boosting Trees (J. Friedman). As Friedman
described “ …with single decision trees (referring to Brieman’s CART
algorithm), the relative importance measure is augmented by a strategy
involving surrogate splits intended to uncover the masking of influential
variables by others