On a related note, here is an implementeation of Logistic Regression
applied to one-hot features obtained from leaf membership info of a
GBRT model:

http://nbviewer.ipython.org/github/ogrisel/notebooks/blob/master/sklearn_demos/Income%20classification.ipynb#Using-the-boosted-trees-to-extract-features-for-a-Logistic-Regression-model

This is inspired by this paper from Facebook:
https://www.facebook.com/publications/329190253909587/ .

It's easy to implement and seems to work quite well.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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