Olivier Grisel
Olivier Grisel is a software engineer at Inria and a maintainer of the scikit-learn machine learning library.
@ogrisel
Institute / Company –Inria
Session
08-29
10:30
90min
Time Series Forecasting with scikit-learn's Quantile Gradient Boosted Regression Trees
Olivier Grisel
This tutorial will introduce how to leverage scikit-learn's powerful
histogram-based gradient boosted regression trees with various loss functions
(Least squares, Poisson and the pinball loss for quantile estimation) on a time
series forecasting problem. We will see how to leverage pandas to build lag and
windowing features and scikit-learn time-series cross-validation tools and other
model evaluation tools.
HS 120