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Open AccessProceedings ArticleDOI

XGBoost: A Scalable Tree Boosting System

TLDR
This paper proposes a novel sparsity-aware algorithm for sparse data and weighted quantile sketch for approximate tree learning and provides insights on cache access patterns, data compression and sharding to build a scalable tree boosting system called XGBoost.
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.

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Citations
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LightGBM: a highly efficient gradient boosting decision tree

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On Hyperparameter Optimization of Machine Learning Algorithms: Theory and Practice

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MoleculeNet: A Benchmark for Molecular Machine Learning

TL;DR: MoleculeNet benchmarks demonstrate that learnable representations are powerful tools for molecular machine learning and broadly offer the best performance, however, this result comes with caveats.
References
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Journal ArticleDOI

Random Forests

TL;DR: Internal estimates monitor error, strength, and correlation and these are used to show the response to increasing the number of features used in the forest, and are also applicable to regression.
Journal Article

Scikit-learn: Machine Learning in Python

TL;DR: Scikit-learn is a Python module integrating a wide range of state-of-the-art machine learning algorithms for medium-scale supervised and unsupervised problems, focusing on bringing machine learning to non-specialists using a general-purpose high-level language.
Journal ArticleDOI

Greedy function approximation: A gradient boosting machine.

TL;DR: A general gradient descent boosting paradigm is developed for additive expansions based on any fitting criterion, and specific algorithms are presented for least-squares, least absolute deviation, and Huber-M loss functions for regression, and multiclass logistic likelihood for classification.
Journal ArticleDOI

Additive Logistic Regression : A Statistical View of Boosting

TL;DR: This work shows that this seemingly mysterious phenomenon of boosting can be understood in terms of well-known statistical principles, namely additive modeling and maximum likelihood, and develops more direct approximations and shows that they exhibit nearly identical results to boosting.
Journal ArticleDOI

Stochastic gradient boosting

TL;DR: It is shown that both the approximation accuracy and execution speed of gradient boosting can be substantially improved by incorporating randomization into the procedure.
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Trending Questions (1)
Tree Boosting With XGBoost Why Does XGBoost Win "Every" Machine Learning Competition?

The provided paper does not mention why XGBoost wins "every" machine learning competition.