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arXiv preprint arXiv:2601.06371 , year=

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LGB+: A Macroeconomic Forecasting Road Test

econ.EM · 2026-05-10 · unverdicted · novelty 6.0

LGB+ improves macroeconomic forecasts by letting linear basis functions compete with or alternate against tree updates inside gradient boosting, yielding native linear/nonlinear decomposition of predictions.

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