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Teach Your GBM to Extrapolate with Model Stacking

  • LightGBM, a popular tool for predicting UK property prices, struggled to extrapolate across time
  • Time-based features and the linear_tree extension of LightGBM improved performance, but were not a complete solution
  • Model stacking is proposed as a potential solution to help the struggling GBM
  • The dataset for the models consists of UK property sales data spanning over thirty years, with randomly sampled 1 million examples

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