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Quantized Training of Gradient Boosting Decision Trees

NeurIPS 2022 · Architectures and efficiency › Quantization · approach: Low-precision training formats · 13 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use 3-bit stochastic rounding with leaf-value refitting instead of full-precision LightGBM trainingGBDT · KitsuneAUC: 0.950561 -> 0.951309Helped
Use 3-bit stochastic rounding with leaf-value refitting instead of full-precision LightGBM trainingGBDT · YearRMSE: 8.956278 -> 8.937374Helped
Use 3-bit stochastic rounding with leaf-value refitting instead of full-precision LightGBM trainingGBDT · CriteoAUC: 0.803791 -> 0.803768No clear effect
Use 2-bit quantized training instead of LightGBM+GPU LightGBM+ · EpsilonGPU total time (seconds): 87.12 -> 39.04Helped
Replace stochastic rounding with round-to-nearest (ablation)2-bit quantized GBDT with refitting · HiggsAUC: 0.845587 -> 0.795991Hurt
Remove leaf-value refitting (ablation)3-bit SR quantized GBDT · YearRMSE: 8.937374 -> 8.990034Hurt
Remove leaf-value refitting (ablation)3-bit SR quantized GBDT · LETORNDCG@10: 0.522220 -> 0.507689Hurt
Pack gradient and hessian accumulations together (ablation)CPU quantized GBDT · Criteooverall training time (seconds): 946 -> 675Helped
Pack gradient and hessian accumulations together (ablation)CPU quantized GBDT · Higgsoverall training time (seconds): 156 -> 122Helped
Increase gradient precision from 2-bit to 5-bit with SR refit (ablation)Quantized GBDT · EpsilonAUC: 0.949472 -> 0.950298Helped
Increase gradient precision from 2-bit to 5-bit with SR refit (ablation)Quantized GBDT · KitsuneAUC: 0.952703 -> 0.949229Mixed

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