In plain words: It builds a series of decision trees, each fixing the mistakes of the ones before, and adds tricks to handle missing values and use memory and computing power efficiently. The system trains on billions of examples using far fewer resources than other tree-boosting tools.
Abstract
Tree boosting is a highly effective and widely used machine learning method. In this paper, we describe a scalable end-to-end tree boosting system called XGBoost, which is used widely by data scientists to achieve state-of-the-art results on many machine learning challenges. We propose a novel sparsity-aware algorithm for sparse data and weighted quantile sketch for approximate tree learning. More importantly, we provide insights on cache access patterns, data compression and sharding to build a scalable tree boosting system. By combining these insights, XGBoost scales beyond billions of examples using far fewer resources than existing systems.
Tianqi Chen, Carlos Guestrin
arXiv:1603.02754 · cs.LG · submitted Mar 9, 2016 · updated Jun 10, 2016
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