Can Gradient Boosting Learn Simple Arithmetic?

During a technical meeting a few weeks ago, we had a discussion about feature interactions, and how far we have to go with them so that we can capture possible relationships with our targets. Should we create (and select) arithmetic interactions between our features? This is not something we usually learn in machine learning courses, but it’s a very important topic to better understand how our models work. A few years ago I remember visiting a website that showed how different models approximated these simple operations....

January 20, 2020 · 4 min · Mario Filho