Unlike in random forest, I can check the oob_score_ to verify how much my model is overfitting. How can I verify this for boosted trees algorithms?
Currently, Using GBM I'm getting a accuracy of 95% on training set and 87% on test set. These numbers are after tuning on my validation set. How do I judge if this model is good enough or not?
Also, I ran 10 K-fold cv and my variance is around 1% for test set.
UPDATE: I'm using SMOTE to balance my classes