Skip to main content

High performance implementation of GBDT family of algorithm

Project description

GBDT is a high performance and full featured C++ implementation of [Jerome H. Friedman's Gradient Boosting Decision Trees Algorithm](http://statweb.stanford.edu/~jhf/ftp/stobst.pdf) and its modern offsprings,. It features high efficiency, low memory footprint, collections of loss functions and built-in mechanisms to handle categorical features and missing values.

When is GBDT good for you?
-----------
* **You are looking beyond linear models.**
* Gradient Boosting Decision Trees Algorithms is one of the best offshelf ML algorithms with built-in capabilities of non-linear transformation and feature crossing.
* **Your data is too big to load into memory with existing ML packages.**
* GBDT reduces memory footprint dramatically with feature bucketization. For some tested datasets, it used 1/7 of the memory of its counterpart and took only 1/2 time to train. See [docs/PERFORMANCE_BENCHMARK.md](https://github.com/yarny/gbdt/blob/master/docs/PERFORMANCE_BENCHMARK.md) for more details.
* **You want better handling of categorical features and missing values.**
* GBDT has built-in mechanisms to figure out how to split categorical features and place missing values in the trees.
* **You want to try different loss functions.**
* GBDT implements various pointwise, pairwise, listingwis loss functions including mse, logloss, huberized hinge loss, pairwise logloss,
[GBRank](http://www.cc.gatech.edu/~zha/papers/fp086-zheng.pdf) and [LambdaMart](https://www.microsoft.com/en-us/research/wp-content/uploads/2016/02/MSR-TR-2010-82.pdf). It supports easily addition of your own custom loss functions.

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

gbdt-0.3.1.2.tar.gz (3.1 MB view details)

Uploaded Source

File details

Details for the file gbdt-0.3.1.2.tar.gz.

File metadata

  • Download URL: gbdt-0.3.1.2.tar.gz
  • Upload date:
  • Size: 3.1 MB
  • Tags: Source
  • Uploaded using Trusted Publishing? No

File hashes

Hashes for gbdt-0.3.1.2.tar.gz
Algorithm Hash digest
SHA256 e2c43cbd4bf7eb41431d6a01993893772b96637cae4f450de201efa7c2f2e7d9
MD5 254dd85f71d6f6c982b141d0265d1873
BLAKE2b-256 3348ad5e3c0356d85dd3c85006fe512e822e595a333f355dcb60be720cada9e1

See more details on using hashes here.

Supported by

AWS Cloud computing and Security Sponsor Datadog Monitoring Depot Continuous Integration Fastly CDN Google Download Analytics Pingdom Monitoring Sentry Error logging StatusPage Status page