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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, $\{x_1, \cdots, x_{100}\}$ …
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 …
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 …