Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the gradient boosting regression technique, where the goal is to predict a single numeric value. Compared to ...

In this paper, we discuss how tree-based machine learning techniques can be used in the context of derivatives pricing. Gradient boosted regression trees are employed to learn the pricing map for a ...

A machine learning gradient boosting regression system, also called a gradient boosting machine (GBM), predicts a single numeric value. A GBM is an ensemble (collection) of simple decision tree ...