Can anybody explain why/if target variable transformations could help when dealing with tree based models?
I've seen this excellent reply which explains quite well why it shouldn't affect if transforming inputs, but I haven't been able to find anything regarding outputs.
Can using a transformation like taking logs or using quantile transform of the response variable help?
Actually, we are using
XGBoost and getting better results when using a normal quantile transform of our output and even better results when taking logs (our response variable is a price, highly skewed to the right) but I don't know if this is something justifiable by theory or just random chance.