Forecasting with trees
本文解释了为何基于梯度提升树的模型在M5竞赛中表现优于深度学习等方法，并探讨了树模型的改进方向及其他方法的借鉴之处。
The prevalence of approaches based on gradient boosted trees among the top contestants in the M5 competition is potentially the most eye-catching result. Tree-based methods out-shone other solutions, in particular deep learning-based solutions. The winners in both tracks of the M5 competition heavily relied on them. This prevalence is even more remarkable given the dominance of other methods in the literature and the M4 competition. This article tries to explain why tree-based methods were so widely used in the M5 competition. We see possibilities for future improvements of tree-based models and then distill some learnings for other approaches, including but not limited to neural networks.