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Gradient boosting tune -to improve misclassification rate

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Occasional Contributor M23
Occasional Contributor
Posts: 5

Gradient boosting tune -to improve misclassification rate

Hi,

 

I am building GB in SAS eminer with event rate of 3.7% ,after tunning for many iteration  model miscllasification rate remain constant no change in the rate,any options/ method to tune and reduce the rate.

 

Thank you 

 

SAS Super FREQ
Posts: 271

Re: Gradient boosting tune -to improve misclassification rate

You can try using a smaller value for the Leaf Fraction property to possibly improve your model.  And if you have more than 20K observations in your training data, you can also try increasing the Node Sample property.

Occasional Contributor M23
Occasional Contributor
Posts: 5

Re: Gradient boosting tune -to improve misclassification rate

Thank you Wendy.

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