Overview
XGBoost-style tree boosting fits each tree to gradient statistics while using regularization and split scoring to control model complexity.
Trains regularized boosted decision trees using gradient and curvature information.
Compact metadata for implementation and discovery.
XGBoost-style tree boosting fits each tree to gradient statistics while using regularization and split scoring to control model complexity.
Quick facts
Runtime and memory behavior at a glance.
Best
O(t n log n)
Average
O(t n log n)
Worst
O(t n log n)
Space
O(trees)
gain = 0.5 * (G_L^2/(H_L+lambda) + G_R^2/(H_R+lambda) - G^2/(H+lambda)) - gammaScores whether a tree split improves the regularized objective.
Show data, model state, and the training signal that drives updates.
XGBoost-Style Gradient Boosted Trees should be used with the assumptions and tradeoffs of ensemble Learning in mind.
What each reference supports for this entry.
Specific reference for XGBoost-style tree boosting, sparsity-aware splits, and weighted quantile sketches.
Open sourceStatistical learning reference supporting XGBoost-style Gradient Boosted Trees ensemble behavior, supervised-learning objective, or model-selection tradeoffs.
Open sourceGood next jumps from the relationship graph, ranked for useful discovery.
XGBoost-style boosted trees specialize gradient boosting with regularized tree ensembles.
Both are tree ensemble methods with different training strategies.