6
$\begingroup$

I have a rather simple question the answer to which I struggle to find in any literature about GBM. I am fitting a GBM model as per G.Ridgeway (2007), paper can be found in http://www.saedsayad.com/docs/gbm2.pdf .

Question

After fitting a model what assumptions should I check? Do we require the residuals to have mean zero and constant variance?

$\endgroup$

1 Answer 1

5
$\begingroup$

After contacting the author of the paper directly, I can answer the question myself. Assumptions:

1) Independence of observations

2) Assumptions related to the interaction depth. If set to $1$, strictly additive model is assumed. As we increase the interaction depth, this assumption is relaxed.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Not the answer you're looking for? Browse other questions tagged or ask your own question.