Add Cost Effective Gradient Boosting#2014

Merged

guolinke merged 24 commits intomicrosoft:masterfrom rvb:CEGB-pr

Apr 4, 2019

+234

Commits on Feb 14, 2019

Add configuration parameters for CEGB.
Remco Bras
committed
Add skeleton CEGB tree learner
Remco Bras
committed
Track features used in CEGB tree learner.
Remco Bras
committed
Pull CEGB tradeoff and coupled feature penalty from config.
Remco Bras
committed
Implement finding best splits for CEGB
Remco Bras
committed
Set proper defaults for cegb parameters.
Remco Bras
committed
Ensure sanity checks don't switch off CEGB.
Remco Bras
committed
Implement per-data-point feature penalties in CEGB.
Remco Bras
committed
Implement split penalty and remove unused parameters.
Remco Bras
committed
Merge changes from CEGB tree learner into serial tree learner
Remco Bras
committed
Represent features_used_in_data by a bitset, to reduce the memory overhead of CEGB, and add sanity checks for the lengths of the penalty vectors.
Remco Bras
committed
Fix bug where CEGB would incorrectly penalise a previously used feature
Remco Bras
committed
Document CEGB parameters and add them to the appropriate section.
Remco Bras
committed
Remove leftover reference to cegb tree learner.
Remco Bras
committed
Remove outdated diff.
Remco Bras
committed

Commits on Feb 22, 2019

Fix warnings
Remco Bras
committed

Commits on Apr 3, 2019

Fix minor issues identified by @StrikerRUS .
Remco Bras
committed
Add docs section on CEGB, including citation.
Remco Bras
committed
Fix link.
Remco Bras
committed
Fix CI failure.
Remco Bras
committed
Merge remote-tracking branch 'ms/master' into CEGB-pr
Remco Bras
committed
Add some unit tests
Remco Bras
committed
Fix pylint issues.
Remco Bras
committed
Fix remaining pylint issue
Remco Bras
committed