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Research map / Learning theory and algorithms / Prediction and decision losses

SketchBoost: Fast Gradient Boosted Decision Tree for Multioutput Problems

NeurIPS 2022 · Learning theory and algorithms › Prediction and decision losses · approach: Tree ensemble optimization

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Random Projection sketching for split search (ablation)SketchBoost · Dioniscross-entropy: 0.3114 -> 0.2848Helped
Use Random Projection sketching for split search (ablation)SketchBoost · Ottocross-entropy: 0.4697 -> 0.4566Helped
Use Random Sampling sketching for split search (ablation)SketchBoost · SCM20DRMSE: 91.0142 -> 86.2964Helped
Use Top Outputs sketching for split search (ablation)SketchBoost · Dioniscross-entropy: 0.3114 -> 0.3146No clear effect
Use Random Projection rather than full-output split scoring (ablation)SketchBoost · Dionistraining time per fold: 23919 -> 419Helped
Reduce sketch dimension k (ablation)SketchBoost sketching strategies · Multiple datasetsearly-iteration validation error decayHurt
Increase sketch dimension k (ablation)SketchBoost sketching strategies · Multiple datasetstest errorHelped
Use Random Projection instead of SketchBoost Full (ablation)SketchBoost · Dionistraining time per fold: 23919 -> 419Helped
Use a single-tree strategy rather than one-versus-allMultioutput GBDT · Most datasetsgeneralization performanceHelped
Use SketchBoost rather than CatBoostMultitask GBDT · RF1RMSE: 0.8975 -> 0.9056Hurt
Use SketchBoost rather than CatBoostMultitask GBDT · SCM20DRMSE: 90.9814 -> 85.8061Helped
Use Random Projection rather than SketchBoost Full (ablation)SketchBoost · SF-Crimecross-entropy: 2.2067 -> 2.2038No clear effect

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