pub struct Gbm {
pub base: f64,
pub edges: Vec<Vec<f64>>,
pub trees: Vec<Vec<GbmNode>>,
}Expand description
A small gradient-boosted tree ensemble for “will it close higher?”.
The linear model can only say “more of X, more up”. Direction might instead live in regimes: “falling market and fear spiking and this stock far below its average”. Shallow trees find such corners. Kept tiny (depth 3, coarse 32-bin thresholds, big leaves) because direction data is mostly noise and big trees would memorise it.
Fields§
§base: f64§edges: Vec<Vec<f64>>§trees: Vec<Vec<GbmNode>>Implementations§
Trait Implementations§
Auto Trait Implementations§
impl Freeze for Gbm
impl RefUnwindSafe for Gbm
impl Send for Gbm
impl Sync for Gbm
impl Unpin for Gbm
impl UnsafeUnpin for Gbm
impl UnwindSafe for Gbm
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more