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added support for Boosted Random Forests in XGBoost #223

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merged 4 commits into from Jun 8, 2020
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StrikerRUS
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Refer to https://xgboost.readthedocs.io/en/latest/tutorials/rf.html.

If both num_parallel_tree and num_boost_round are greater than 1, training will use a combination of random forest and gradient boosting strategy. It will perform num_boost_round rounds, boosting a random forest of num_parallel_tree trees at each round. If early stopping is not enabled, the final model will consist of num_parallel_tree * num_boost_round trees.

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coveralls commented May 21, 2020

Coverage Status

Coverage increased (+0.2%) to 95.328% when pulling d409632 on xgb_rf into 024b61e on master.

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Fantastic, thank you!

@izeigerman izeigerman merged commit c531ad1 into master Jun 8, 2020
@izeigerman izeigerman deleted the xgb_rf branch June 8, 2020 16:32
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