XGBoostscalable machine learningsparsity-aware algorithmtree boostingweighted quantile sketch
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Abstract (AI)
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.
Key Findings
1
A weighted quantile sketch enables approximate tree learning within the XGBoost framework.
2
By combining algorithmic and systems innovations, XGBoost scales beyond billions of examples while using substantially fewer resources than existing systems.
3
System-level optimizations involving cache access patterns, data compression, and data sharding improve scalability and resource efficiency.
4
The system introduces a sparsity-aware algorithm specifically designed to efficiently process sparse data.
5
XGBoost is presented as a scalable end-to-end tree boosting system that achieves state-of-the-art results across many machine learning challenges.
Research Object
XGBoost end-to-end scalable tree boosting system
Research Subject
scalability and resource-efficient learning performance on sparse and massive datasets
Publication Details
Publication Date
2016-08-08
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