BenXavier t1_j8x2m9b wrote on February 17, 2023 at 3:54 PM

Reply to comment by weeeeeewoooooo in [Discussion] Time Series methods comparisons: XGBoost, MLForecast, Prophet, ARIMAX? by RAFisherman

Hey, this Is quite interesting - but beyond my radar. I know that eigenvalues are derived from Linear transformations, how do you expose the linear component of a given ts model by recursively using it?

Sorry for the basic question: tutorials, books and references are welcome

BenXavier OP t1_j4zdd7b wrote on January 19, 2023 at 8:56 AM

Reply to comment by SnooHesitations8849 in [R] Researchers out there: which are current research directions for tree-based models? by BenXavier

can you elaborate a bit?

Are you talking about this? https://arxiv.org/abs/1702.08835

BenXavier OP t1_j4zd9jv wrote on January 19, 2023 at 8:55 AM

Reply to comment by mickman_10 in [R] Researchers out there: which are current research directions for tree-based models? by BenXavier

Hey guys, thank you for the great responses!

"Accurate Intelligible Models with Pairwise Interactions" seems great - as far as I can understand. That's what I've been referring to with "adding structure to models". Crazily how thin is the reference section: lot of exciting work to do!
- - Please do correct me if I'm being too naive, but are there other approaches for "building sub-models" at the splitting point?
u/mickman_10, u/TheFlyingDrildo, are you also aware of any connection with Symbolic Regression or Association Rule extraction?