Early Stopping from OOB

Open ryanbressler opened this issue 11 years ago • 0 comments

Stop tree/forest growth early based on decrease in oob error. Could both shorten running time and control overfitting especially in simple boosted models.

Some ideas: http://cavemoosum.blogspot.com.au/2014/02/cross-validation-is-over-long-live.html http://cran.r-project.org/web/packages/gbm/index.html

Mar 02 '14 06:03 ryanbressler