Hi My objective is to use gradient boosting as an alternative to credit scorecard (commonly built by logistic regression). Therefore the target variable is good(0) and bad(1), independent variables are mostly continuous. As per the theory grad boosting creates tree in each iteration with different set of variables. EM also produces a code by which I can score the validation data. However it will be great if you guys can help me with the answers of my queries listed below 1. How to get the list of the variables appeared in different iterations? 2. I have to present the final output to layman, therefore I need the final model with all the splits, What is the best way to get this? 3. Is multicolinearity problem considered in grad boosting? 4. How to deal with the ratio variables with special values (say for denominator zero the variable will take value -99). I want it as a separate split in tree Appreciate your efforts in advance
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