Condensed-Gradient Boosting

This paper presents a computationally efficient variant of Gradient Boosting (GB) for multi-class classification and multi-output regression tasks. Standard GB uses a 1-vs-all strategy for classification tasks with more than two classes. This strategy entails that one tree per class and iteration ha...

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Bibliographic Details
Authors: Emami, Seyedsaman, Martínez Muñoz, Gonzalo
Format: article
Publication Date:2024
Country:España
Institution:Universidad Autónoma de Madrid
Repository:Biblos-e Archivo. Repositorio Institucional de la UAM
Language:English
OAI Identifier:oai:repositorio.uam.es:10486/714256
Online Access:http://hdl.handle.net/10486/714256
https://dx.doi.org/10.1007/s13042-024-02279-0
Access Level:Open access
Keyword:Gradient Boosting Machine
Multi-Class Classification
Multi-Output Regression
Informática
Description
Summary:This paper presents a computationally efficient variant of Gradient Boosting (GB) for multi-class classification and multi-output regression tasks. Standard GB uses a 1-vs-all strategy for classification tasks with more than two classes. This strategy entails that one tree per class and iteration has to be trained. In this work, we propose the use of multi-output regressors as base models to handle the multi-class problem as a single task. In addition, the proposed modification allows the model to learn multi-output regression problems. An extensive comparison with other multi-output based Gradient Boosting methods is carried out in terms of generalization and computational efficiency. The proposed method showed the best trade-off between generalization ability and training and prediction speeds. Furthermore, an analysis of space and time complexity was undertaken