Question

Define the shrinkage parameter in boosted trees:

Answer 1

The shrinkage parameter in boosted trees is a regularization technique that control the learning rate of the algorithm.

Step-by-step explanation:

In boosted trees, the shrinkage parameter is a regularization technique used to control the learning rate of the algorithm. It reduces the impact of each individual tree in the ensemble, leading to a slower learning process. The shrinkage parameter is typically a small value between 0 and 1, where smaller values yield more accurate models but require more iterations to converge.

For example, if a shrinkage parameter of 0.1 is used, the contribution of each individual tree in the ensemble will be scaled down by 0.1. This helps prevent overfitting and improves the generalization capabilities of the model.