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Tuesday, February 20, 2018

How to compute probabilities from list of boosted trees in xgboost


If number of trees == num of boosting rounds
  score = sum over predicted leaf values over all trees + 0.5
  prob = exp(score)/(1+exp(score)) or 1/(1+exp(-score))

If number of trees == num of boosting rounds * number of class
  score_i for all class i  = sum over predicted leaf values over all trees + 0.5 , for all class i
  prob_i for i = exp(score_i)/sum_i_(exp(score_i))

References:


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