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XGBoost: A Scalable Tree Boosting System

, and . (2016)cite arxiv:1603.02754Comment: KDD'16 changed all figures to type1.
DOI: 10.1145/2939672.2939785

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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XGBoost: A Scalable Tree Boosting System

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