Can you combine two xgboost models into one?
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10-12-2020 - |
Вопрос
If you have built two different xgbost models, with say 100 trees each, is it possible to combine into an xgboost model with 200 trees?
Решение
No: the trees' results are added together to produce the final score, so combining two models would produce outputs roughly twice as large as desired. (Gradient boosted trees change the target labels being fitted by each tree, so the 101st tree has "reset" the targets when training.)
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