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With these partially hand built trees, are you using only 1 or 2 at inference time? Or is it still a full on large forest of 200 trees? To elaborate: Are you c

With these partially hand built trees, are you using only 1 or 2 at inference time? Or is it still a full on large forest of 200 trees? To elaborate: Are you coding up this bayesian logic as part of the training process, and then you run this code 200 times to end up with 200 trees? That code mixes the hand built rules with the normal approach to tree construction (random split location, random feature choice out of N features, etc)

BenoitEssiambre 4y ago
In this case I ended up with two very simple trees which I train for each ATM (with a prior trained on the larger fleet). You could try a mix though. I didn't have time to try too many things. The following step which I didn't mention, was to use the trees for generating predictions into the future. Little monte carlo simulations using one of the tree (selected using that relative entropy methods, you could even use a weighted mix of both trees) that I run a few thousand times for each ATM and to generate a forecasted range of when the ATM is going to run out of cash.