Menu Home

Some Details on Running xgboost

While reading Dr. Nina Zumel’s excellent note on bias in common ensemble methods, I ran the examples to see the effects she described (and I think it is very important that she is establishing the issue, prior to discussing mitigation). In doing that I ran into one more avoidable but strange […]

Common Ensemble Models can be Biased

In our previous article , we showed that generalized linear models are unbiased, or calibrated: they preserve the conditional expectations and rollups of the training data. A calibrated model is important in many applications, particularly when financial data is involved. However, when making predictions on individuals, a biased model may […]