A Guide on sklearn
Here we discuss how to use sklearn wisely.
Regression
# GBDT
from sklearn.ensemble import GradientBoostingRegressor
clf = GradientBoostingRegressor(loss='ls', alpha=alpha,
n_estimators=250, max_depth=3,
learning_rate=.1, min_samples_leaf=9,
min_samples_split=9)
# loss = 'ls' is a good default
# max_depth is a key parameter that needs to be tuned