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Gradient Boosting Machine

10 votes

Need help understanding xgboost's approximate split points proposal

I won't go into details but the following should help you grasp the idea. They use Quantiles (Wikipedia) to determine where to split. If you have 100 possible split points, $\{x_1, \cdots, x_{100}\}$ …
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28 votes
Accepted

Why is xgboost so much faster than sklearn GradientBoostingClassifier?

Since you mention "numeric" features, I guess your features are not categorical and have a high arity (they can take a lot of different values, and thus there are a lot of possible split points). In s …
Winks's user avatar
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2 votes

Comparing Categorical and Continuous Features using Splits in GBM

As pointed in the comments, there is a distinction to make between the importance of a feature for the model, i.e., how many times it is used, and the importance for the accuracy of the prediction. Th …
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