Regularized Greedy Forest

http://stat.rutgers.edu/home/tzhang/software/rgf/

https://github.com/TimSalimans/HiggsML This is the code for my second place finish in Kaggle's HiggsML challenge. It is a blend of a large number of boosted decision tree ensembles constructed using Regularized Greedy Forest.

Prefered Scikit-learn API toy wrapper for Regularized Greedy Forests

Python Wrapper of Regularized Greedy Forest

Feature Selection with Regularized Random Forest