1. 背景
一般选择gbdt回归树
2. 实现
gbdt = GradientBoostingRegressor()
gbdt.fit(X_train, y_train)
model_fea = gbdt.apply(X_train)
model_fea_enc = enc.transform(model_fea).toarray()
X_train_new = np.concatenate([X_train, model_fea_enc], axis=1)
类别型特征处理
from keras.utils import np_utils
y_test = np_utils.to_categorical(y_test, num_classes=10)
from sklearn import preprocessing
X_test = preprocessing.scale(X_test)
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