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LightGBM: A Highly Efficient Gradient Boosting Decision …

LightGBM: A Highly Efficient Gradient BoostingDecision TreeGuolin Ke1, Qi Meng2, Thomas Finley3, Taifeng Wang1,Wei Chen1, Weidong Ma1, Qiwei Ye1, Tie-Yan Liu11 microsoft Research2 Peking University3 microsoft Redmond1{ , taifengw, wche, weima, qiwye, Boosting Decision tree (GBDT) is a popular machine learning algo-rithm, and has quite a few effective implementations such as XGBoost and many engineering optimizations have been adopted in these implemen-tations, the efficiency and scalability are still unsatisfactory when the featuredimension is high and data size is large. A major reason is that for each feature,they need to scan all the data instances to estimate the information gain of allpossible split points, which is very time consuming.}

LightGBM: A Highly Efficient Gradient Boosting Decision Tree Guolin Ke 1, Qi Meng2, Thomas Finley3, Taifeng Wang , Wei Chen 1, Weidong Ma , Qiwei Ye , Tie-Yan Liu1 1Microsoft Research 2Peking University 3 Microsoft Redmond 1{guolin.ke, taifengw, wche, weima, qiwye, tie-yan.liu}@microsoft.com; 2qimeng13@pku.edu.cn; 3tfinely@microsoft.com; Abstract …

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  Microsoft, Decision, Tree, Boosting, Highly, Derating, Efficient, Highly efficient gradient boosting decision, Highly efficient gradient boosting decision tree

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