Learning rate and tree count do not simply trade off

Low shrinkage needs more trees but generalises better; 0.01x500 is not 0.1x50.

#SASAIML #MachineLearning #GradientBoosting #SAS

Full SAS-AIML explanation, free: https://navyduck.com/sas/aiml/q250-gradient-boosting-model-trained-shrinkage