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Gradient Boosting and Random Trees
Hi Stephen,
Thank you for putting together a fantastic library! I am a new user of Lua + Torch Machine Learning, and found SciLua while searching for good libraries.
I have a request: would it be possible to add Gradient Boosting Machine (GBM) and Random Forest or ExtremeRandom Forest algorithms to sci-lua? It will make sci-lua much more helpful for machine learning.
If these algorithms are already implemented in another Lua library, please let me know.
Algo descriptions: http://scikit-learn.org/stable/modules/classes.html#module-sklearn.ensemble
Thank you!
I don't have immediate plans to work on this, even though I am familiar with the first 2 algorithms mentioned.
Contributions on this are more than welcome, but ideally they would go in a separate library. Scilua is intended as a building block for scientific applications, machine/deep learning ones included.