Table 2:
Boosted gradient tree hyperparameters used for testing. Parameters were determined using a grid search. Any hyperparameters that is not listed were taken to be the default values provided by the python scikit-learn package.
Parameter | Setting |
---|---|
Loss Function | Quantile |
Alpha | 0.975 |
Estimators | 500 |
Learning Rate | 0.25 |
Max Depth | 4 |
Min Samples Leaf | 9 |
Min Samples Split | 9 |