XGBoost: A Scalable Tree Boosting System¶
Authors: Tianqi Chen, Carlos Guestrin
Published: 2016 ()
Algorithm: XGBoost
arXiv: 1603.02754
Summary¶
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.