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Contrast Trees and Boosting

Balasubramanian Narasimhan, Jerome H. Friedman

Last update: 22 November 2023

Copyright license: Apache License, Version 2.0

Software version identifier: 0.3, 0.3-1

Contrast trees represent a new approach for assessing the accuracy of many types of machine learning estimates that are not amenable to standard (cross) validation methods; see "Contrast trees and distribution boosting", Jerome H. Friedman (2020) <doi:10.1073/pnas.1921562117>. In situations where inaccuracies are detected, boosted contrast trees can often improve performance. Functions are provided to to build such trees in addition to a special case, distribution boosting, an assumption free method for estimating the full probability distribution of an outcome variable given any set of joint input predictor variable values.

Cites work

Contrast trees and distribution boosting

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