Thanks a lot for the suggestions. By "freeze", the authors mean:
"Refreshment may be done by propagating all the
elements of the new training set in the tree structure and associating to a
terminal leaf the average
output value of the elements having reached this leaf."
In the most naive form, it looks like:
https://gist.github.com/pierrelux/e12444943040dc0ccc19
but I guess that I could just as well use the apply() at the ensemble level
and make use of the joblib parallelization.
On Thu, Feb 19, 2015 at 1:57 AM, Gilles Louppe <g.lou...@gmail.com> wrote:
> Hi Pierre-Luc,
>
> In addition to Andy's suggestion, you might have a look at the GBRT's
> code, which implements a function to update the values stored at
> leaves (== "terminal regions")
>
> https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/ensemble/gradient_boosting.py#L198
>
> Is that what you are looking for when you mean "freeze"?
>
> Gilles
>
> On 18 February 2015 at 23:20, Andy <t3k...@gmail.com> wrote:
> > I think you can just implement a new estimator on top of the tree, by
> using
> > the apply function to get the leaf a sample ends up in.
> > Then you can update your class estimates or learn something else on top
> of
> > that.
> >
> >
> >
> > On 02/18/2015 01:31 PM, Pierre-Luc Bacon wrote:
> >
> > In the field of reinforcement learning (RL), the Fitted-Q algorithm of
> Ernst
> > 2005 (http://www.jmlr.org/papers/volume6/ernst05a/ernst05a.pdf) relies
> on
> > the ability to fix the tree structure to ensure convergence (see p. 515
> of
> > the JMLR paper).
> >
> > The warm_start option is useful, but does not fully allow for the
> freezing
> > mechanism to take place.
> >
> > Fitted-Q is highly used in RL and adding a freezing option would
> definitely
> > receive a lot of interest. On the other, I understand that for the sake
> of
> > keeping the interface general this might not be possible.
> >
> > My understanding of ``tree.py`` is that such a thing might be achievable
> > with a custom ``Splitter`` that actually doesn't split anything but only
> > refreshes the leaves.
> >
> > Is there an easier workaround ?
> >
> > Best,
> > Pierre-Luc
> >
> >
> >
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