2022
SketchBoost: Fast Gradient Boosted Decision Tree for Multioutput Problems
NeurIPS 2022accept
Gradient Boosted Decision Tree (GBDT) is a widely-used machine learning algorithm that has been shown to achieve state-of-the-art results on many standard data science problems. We are interested in its application to multioutput problems when the output is highly multidimensional. Although there ar…