Context & Solution. In case you were wondering what ML algorithms should be used when you have particularly sparse structured data, that is, longitudinal transactional data, you might want to consider Gradient Boosting.
Tradeoffs. You may need to go beyond traditional Gradient Boosting, and venture into ways of managing and reducing overfitting or "ensembling". To do this we can use some parameter tuning techniques. Some vendors have opensourced their algorithmic content and provide proprietary algorithms to do so.
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