Package for Fast ABC-Boost
- URL: http://arxiv.org/abs/2207.08770v1
- Date: Mon, 18 Jul 2022 17:22:32 GMT
- Title: Package for Fast ABC-Boost
- Authors: Ping Li and Weijie Zhao
- Abstract summary: This report presents the open-source package which implements the series of our boosting works in the past years.
The histogram-based (feature-binning) approach makes the tree implementation convenient and efficient.
The explicit gain formula in Li (20010) for tree splitting based on second-order derivatives of the loss function typically improves.
- Score: 21.607059258448594
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: This report presents the open-source package which implements the series of
our boosting works in the past years. In particular, the package includes
mainly three lines of techniques, among which the following two are already the
standard implementations in popular boosted tree platforms:
(i) The histogram-based (feature-binning) approach makes the tree
implementation convenient and efficient. In Li et al (2007), a simple
fixed-length adaptive binning algorithm was developed. In this report, we
demonstrate that such a simple algorithm is still surprisingly effective
compared to more sophisticated variants in popular tree platforms.
(ii) The explicit gain formula in Li (20010) for tree splitting based on
second-order derivatives of the loss function typically improves, often
considerably, over the first-order methods. Although the gain formula in Li
(2010) was derived for logistic regression loss, it is a generic formula for
loss functions with second-derivatives. For example, the open-source package
also includes $L_p$ regression for $p\geq 1$.
The main contribution of this package is the ABC-Boost (adaptive base class
boosting) for multi-class classification. The initial work in Li (2008) derived
a new set of derivatives of the classical multi-class logistic regression by
specifying a "base class". The accuracy can be substantially improved if the
base class is chosen properly. The major technical challenge is to design a
search strategy to select the base class. The prior published works implemented
an exhaustive search procedure to find the base class which is computationally
too expensive. Recently, a new report (Li and Zhao, 20022) presents a unified
framework of "Fast ABC-Boost" which allows users to efficiently choose the
proper search space for the base class.
The package provides interfaces for linux, windows, mac, matlab, R, python.
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