Gradient Boosting Decision Tree (GBDT) is a popular machine learning algorithm, and has quite a few effective implementations such as XGBoost and pGBRT. Although many engineering optimizations have been adopted in these implementations, the efficiency and scalability are still unsatisfactory when the feature dimension is high and data size is large. A major reason is that for each feature, they need to scan all the data instances to estimate the information gain of all possible split points, which is very time consuming. To tackle this problem, we propose two novel techniques: Gradient-based One-Side Sampling (GOSS) and Exclusive Feature Bundling (EFB). With GOSS, we exclude a significant proportion of data instances with small gradients, and only use the rest to estimate the information gain. We prove that, since the data instances with larger gradients play a more important role in the computation of information gain, GOSS can obtain quite accurate estimation of the information gain with a much smaller data size. With EFB, we bundle mutually exclusive features (i.e., they rarely take nonzero values simultaneously), to reduce the number of features. We prove that finding the optimal bundling of exclusive features is NP-hard, but a greedy algorithm can achieve quite good approximation ratio (and thus can effectively reduce the number of features without hurting the accuracy of split point determination by much). We call our new GBDT implementation with GOSS and EFB LightGBM. Our experiments on multiple public datasets show that, LightGBM speeds up the training process of conventional GBDT by up to over 20 times while achieving almost the same accuracy.

/pdf/lightgbm-a-highly-efficient-gradient-boosting-decision-tree-f835dtmi7b.pdf

LightGBM: a highly efficient gradient boosting decision tree

This paper presents the key algorithmic techniques behind CatBoost, a new gradient boosting toolkit. Their combination leads to CatBoost outperforming other publicly available boosting implementations in terms of quality on a variety of datasets. Two critical algorithmic advances introduced in CatBoost are the implementation of ordered boosting, a permutation-driven alternative to the classic algorithm, and an innovative algorithm for processing categorical features. Both techniques were created to fight a prediction shift caused by a special kind of target leakage present in all currently existing implementations of gradient boosting algorithms. In this paper, we provide a detailed analysis of this problem and demonstrate that proposed algorithms solve it effectively, leading to excellent empirical results.

CatBoost: unbiased boosting with categorical features

Clinically Applicable AI System for Accurate Diagnosis, Quantitative Measurements, and Prognosis of COVID-19 Pneumonia Using Computed Tomography.

Region-level demand forecasting is an essential task in ridehailing services. Accurate ride-hailing demand forecasting can guide vehicle dispatching, improve vehicle utilization, reduce the wait-time, and mitigate traffic congestion. This task is challenging due to the complicated spatiotemporal dependencies among regions. Existing approaches mainly focus on modeling the Euclidean correlations among spatially adjacent regions while we observe that non-Euclidean pair-wise correlations among possibly distant regions are also critical for accurate forecasting. In this paper, we propose the spatiotemporal multi-graph convolution network (ST-MGCN), a novel deep learning model for ride-hailing demand forecasting. We first encode the non-Euclidean pair-wise correlations among regions into multiple graphs and then explicitly model these correlations using multi-graph convolution. To utilize the global contextual information in modeling the temporal correlation, we further propose contextual gated recurrent neural network which augments recurrent neural network with a contextual-aware gating mechanism to re-weights different historical observations. We evaluate the proposed model on two real-world large scale ride-hailing demand datasets and observe consistent improvement of more than 10% over stateof-the-art baselines.

/pdf/spatiotemporal-multi-graph-convolution-network-for-ride-1ke2mcseqa.pdf

Spatiotemporal Multi-Graph Convolution Network for Ride-Hailing Demand Forecasting

We propose a novel high-performance and interpretable canonical deep tabular data learning architecture, TabNet. TabNet uses sequential attention to choose which features to reason from at each decision step, enabling interpretability and more efficient learning as the learning capacity is used for the most salient features. We demonstrate that TabNet outperforms other neural network and decision tree variants on a wide range of non-performance-saturated tabular datasets and yields interpretable feature attributions plus insights into the global model behavior. Finally, for the first time to our knowledge, we demonstrate self-supervised learning for tabular data, significantly improving performance with unsupervised representation learning when unlabeled data is abundant.

TabNet: Attentive Interpretable Tabular Learning

Artificial Intelligence (AI) has achieved great success in many domains, and game AI is widely regarded as its beachhead since the dawn of AI. In recent years, studies on game AI have gradually evolved from relatively simple environments (e.g., perfect-information games such as Go, chess, shogi or two-player imperfect-information games such as heads-up Texas hold'em) to more complex ones (e.g., multi-player imperfect-information games such as multi-player Texas hold'em and StartCraft II). Mahjong is a popular multi-player imperfect-information game worldwide but very challenging for AI research due to its complex playing/scoring rules and rich hidden information. We design an AI for Mahjong, named Suphx, based on deep reinforcement learning with some newly introduced techniques including global reward prediction, oracle guiding, and run-time policy adaptation. Suphx has demonstrated stronger performance than most top human players in terms of stable rank and is rated above 99.99% of all the officially ranked human players in the Tenhou platform. This is the first time that a computer program outperforms most top human players in Mahjong.

Suphx: Mastering Mahjong with Deep Reinforcement Learning

Decision tree (and its extensions such as Gradient Boosting Decision Trees and Random Forest) is a widely used machine learning algorithm, due to its practical effectiveness and model interpretability. With the emergence of big data, there is an increasing need to parallelize the training process of decision tree. However, most existing attempts along this line suffer from high communication costs. In this paper, we propose a new algorithm, called \emph{Parallel Voting Decision Tree (PV-Tree)}, to tackle this challenge. After partitioning the training data onto a number of (e.g., $M$) machines, this algorithm performs both local voting and global voting in each iteration. For local voting, the top-$k$ attributes are selected from each machine according to its local data. Then, the indices of these top attributes are aggregated by a server, and the globally top-$2k$ attributes are determined by a majority voting among these local candidates. Finally, the full-grained histograms of the globally top-$2k$ attributes are collected from local machines in order to identify the best (most informative) attribute and its split point. PV-Tree can achieve a very low communication cost (independent of the total number of attributes) and thus can scale out very well. Furthermore, theoretical analysis shows that this algorithm can learn a near optimal decision tree, since it can find the best attribute with a large probability. Our experiments on real-world datasets show that PV-Tree significantly outperforms the existing parallel decision tree algorithms in the tradeoff between accuracy and efficiency.

https://proceedings.neurips.cc/paper/2016/file/10a5ab2db37feedfdeaab192ead4ac0e-Paper.pdf

A Communication-Efficient Parallel Algorithm for Decision Tree

Decision tree (and its extensions such as Gradient Boosting Decision Trees and Random Forest) is a widely used machine learning algorithm, due to its practical effectiveness and model interpretability. With the emergence of big data, there is an increasing need to parallelize the training process of decision tree. However, most existing attempts along this line suffer from high communication costs. In this paper, we propose a new algorithm, called \emph{Parallel Voting Decision Tree (PV-Tree)}, to tackle this challenge. After partitioning the training data onto a number of (e.g., $M$) machines, this algorithm performs both local voting and global voting in each iteration. For local voting, the top-$k$ attributes are selected from each machine according to its local data. Then, globally top-$2k$ attributes are determined by a majority voting among these local candidates. Finally, the full-grained histograms of the globally top-$2k$ attributes are collected from local machines in order to identify the best (most informative) attribute and its split point. PV-Tree can achieve a very low communication cost (independent of the total number of attributes) and thus can scale out very well. Furthermore, theoretical analysis shows that this algorithm can learn a near optimal decision tree, since it can find the best attribute with a large probability. Our experiments on real-world datasets show that PV-Tree significantly outperforms the existing parallel decision tree algorithms in the trade-off between accuracy and efficiency.

It is well known that neural networks with rectified linear units (ReLU) activation functions are positively scale-invariant. Conventional algorithms like stochastic gradient descent optimize the neural networks in the vector space of weights, which is, however, not positively scale-invariant. This mismatch may lead to problems during the optimization process. Then, a natural question is: can we construct a new vector space that is positively scale-invariant and sufficient to represent ReLU neural networks so as to better facilitate the optimization process? In this paper, we provide our positive answer to this question. First, we conduct a formal study on the positive scaling operators which forms a transformation group, denoted as G. We prove that the value of a path (i.e. the product of the weights along the path) in the neural network is invariant to positive scaling and the value vector of all the paths is sufficient to represent the neural networks under mild conditions. Second, we show that one can identify some basis paths out of all the paths and prove that the linear span of their value vectors (denoted as G-space) is an invariant space with lower dimension under the positive scaling group. Finally, we design stochastic gradient descent algorithm in G-space (abbreviated as G-SGD) to optimize the value vector of the basis paths of neural networks with little extra cost by leveraging back-propagation. Our experiments show that G-SGD significantly outperforms the conventional SGD algorithm in optimizing ReLU networks on benchmark datasets.

/pdf/g-sgd-optimizing-relu-neural-networks-in-its-positively-3mulij9lde.pdf

Qiwei Ye

Papers

LightGBM: a highly efficient gradient boosting decision tree

Suphx: Mastering Mahjong with Deep Reinforcement Learning

A Communication-Efficient Parallel Algorithm for Decision Tree

A Communication-Efficient Parallel Algorithm for Decision Tree

G-SGD: Optimizing ReLU Neural Networks in its Positively Scale-Invariant Space.