Erosis

Erosis t1_ivu2gnv wrote

Trees complicate it a bit more. I've never done it for something like that, but check this instance weight input to xgboost as an example. In the xgboost fit function, there is an input for sample_weight.

I know that tensorflow has a new-ish library for trees. You could manually write a gradient descent loop with modified minibatch gradients there, potentially.

1

Erosis t1_ir0tjwg wrote

I believe in figure 3.8, there seems to be a small typo.

> g-h) The clipped planes are then weighted

should be:

> g-i) The clipped planes are then weighted

Let me know if I'm mistaken here. Good stuff so far!

Edit: Added github issue regarding this.

2