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1. 1. Horseshoe RuleFit : Learning Rule Ensembles via Bayesian Regularization

   University essay from Linköpings universitet/Statistik

   Author : Malte Nalenz; [2016]
   Keywords : Bayesian Statistics; Regularization; Ensemble Learning; Decision Rules; Horseshoe prior; Machine Learning; Knowledge Discovery;

   Abstract : This work proposes Hs-RuleFit, a learning method for regression and classification, which combines rule ensemble learning based on the RuleFit algorithm with Bayesian regularization through the horseshoe prior. To this end theoretical properties and potential problems of this combination are studied. READ MORE