Using Gradient Boosted Tree Output

kylejohnsonkylejohnson Member Posts: 7 Newbie

New User here.  Sorry if this has already been asked but I can't find an answer anywhere.  The simple version of the question is how do I use the output model of the GBT?  What do the numbers on the leafs mean?  Why are there 60 trees in the model and how are they all used together in application?

To give a little background that may or may not be helpful, I am a stock trader and have constructed an indicator for short term price movement.  This indicator works excellent sometimes and is not useful at others.  I am trying to determine if there are patterns that can give me a better idea of when the indicator will work and when it wont.  My attributes are all numerical values that are part of the indicator and the label is "yes" if that particular prediction of stock movement was useful.  My ultimate goal is to use RapidMiner to find a way to figure out when to listen to my indicator and when not to and then to put that insight back into the trading indicator itself.

Thank you in advance for your time and insight,


Best Answers


  • kylejohnsonkylejohnson Member Posts: 7 Newbie

    Thank you that makes more sense.  Do I have the correct basic understanding (I apologize for the incorrect terminology):

    When a new example is run through the model, it is put into "Tree 1" which gives it an output value "Leaf 1", then into "Tree 2" and given another output value "Leaf 2", until "Tree N" and "Leaf N".  Then are all of the "Leaf Values" added up?  How does the model arrive at a final output?

    Again thank you in advance,

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