Алгоритм построения стабильных деревьев в задаче регрессии

Данная статья посвящена описанию алгоритма решающих деревьев, применительно к задаче регрессии, учитывающих динамическую стабильность целевой переменной и данных в листьях. В статье приведен обзор существующих решений, в рамках которого обсуждаются недостатки известных подходов. Описаны возможные варианты функций потерь, по-разному учитывающих нестационарный характер независимых переменных относительно целевой переменной.

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