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Multi regression decision trees #681
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Multi regression decision trees #681
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Can one of the admins verify this patch? |
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@phsft-bot build |
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Can one of the admins verify this patch? |
7 similar comments
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Can one of the admins verify this patch? |
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Can one of the admins verify this patch? |
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Can one of the admins verify this patch? |
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Can one of the admins verify this patch? |
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Can one of the admins verify this patch? |
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Can one of the admins verify this patch? |
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Can one of the admins verify this patch? |
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Starting build on |
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Build failed on slc6/gcc62. Errors:
Warnings:
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Build failed on mac1012/native. Errors:
Warnings:
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Hi, can you confirm that this PR was for the first evaluation of GSoC? In that case we will close it and await your next one :) |
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This PR was done for the first evaluation of GSOC. The students does not continue the program so the PR can now be closed |
Hello, Everyone!
My name is Sergey and I am a GSOC student this year. The aim of my project is to implement Multi-Target Regression algorithms to TMVA and to extend the capability of existing ones to handle multiple targets.
In this commit I have modified the DecisionTree, allowing it to solve regression problems for multiple targets. The idea was inspired by how it is done in Clus package. (The variance of each subset resulting from a split is simply summed up from variances for each target).
I have also extended the capability of BDT method to handle multiple targets (The only boosting method available for it right now is Bagging, but I am planning to implement Multi-target gradient descent based on the paper Boosted multi-task learning (2010) by Olivier Chapelle
Pannagadatta Shivaswamy.
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