chimeraboost
pronounced kai-MEER-uh-boost
Lightning-fast Gradient Boosting, near-Catboost quality, all in Python
📖 Documentation: bbstats.github.io/chimeraboost
Installation
pip install chimeraboost
Quickstart
from chimeraboost import ChimeraBoostClassifier, ChimeraBoostRegressor
# classification. quality picks the speed/accuracy trade-off: 1 fastest .. 5 strongest,
# default is 3.
clf = ChimeraBoostClassifier(quality=4)
clf.fit(X, y, cat_features=[0, 1], sample_weight=w)
proba = clf.predict_proba(X_test)
# regression (RMSE, MAE, Quantile, Huber, Poisson, Gamma, Tweedie, or your own)
reg = ChimeraBoostRegressor()
reg.fit(X, y)
What?
- Regression, quantile regression, binary and multiclass classification
- Fast training and inference, all in python
- Extremely high quality predictions
How?
- Bagging as a first-class feature (using
n_ensembles) - Automatic early stopping
- Automatic linear-leaf auditioning
- numba is very fast
Why?
- I want to be able to modify my GBDT library at will
- I know Python and I don't know C
Documentation
- Getting started: install and first models
- Recipes: categoricals, quantiles, bagging, custom losses, and more
- Parameters: every option, with defaults and guidance
- FAQ: common questions
Inspirations / Citations
- CatBoost, Prokhorenkova et al., NeurIPS 2018. Ordered boosting, ordered target statistics, oblivious trees.
- XGBoost, Chen & Guestrin, KDD 2016. Regularized objective, Newton leaf estimation, column subsampling.
- LightGBM, Ke et al., NeurIPS 2017. Histogram-based split finding.
- Linear-leaf trees, Shi et al., IJCAI 2019 (arXiv:1802.05640). Piece-wise-linear regression trees (
linear_leaves). - TreeSHAP, Lundberg et al., Nature Machine Intelligence 2020 (orig. SHAP, NeurIPS 2017). Exact additive feature attributions (
shap_values). - OpenFE, Zhang et al., ICML 2023 (arXiv:2211.12507). Automated pairwise feature generation (
cross_features). - Conformalized quantile regression, Romano, Patterson & Candès, NeurIPS 2019. Distribution-free interval calibration (
conformalize).
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