2020
SnapBoost: A Heterogeneous Boosting Machine
Thomas Parnell, Andreea Anghel, Małgorzata Łazuka, Nikolas Ioannou, Sebastian Kurella, Peshal Agarwal +2
NeurIPS 2020poster
Modern gradient boosting software frameworks, such as XGBoost and LightGBM, implement Newton descent in a functional space. At each boosting iteration, their goal is to find the base hypothesis, selected from some base hypothesis class, that is closest to the Newton descent direction in a Euclidean…