Transfer Learning in Boosting Models
Busra Cikla, Paul Zhutovsky
Did you know that you could do transfer learning on boosted forests too? Even in current days, we face business cases where the modelling sample is very low. This brings an uncertainty to the modelling results and in some cases no ability to model at all. To counter it, we investigated the ability to use transfer learning approaches on boosting models. In this talk, we would like to show the methods used and results from a real case example applied to the credit risk domain.