XGBoost: A Scalable Tree Boosting System
Tree boosting is a highly effective and widely used machine learning method. In this paper, we describe a scalable end to end tree boosting system called XGBoost, which is used widely by data scientists to achieve state of the art results on many machine learning challenges. We propose a novel sparsity aware algorithm for sparse data and weighted quantile sketch for approximate tree learning. More importantly, we provide insights on cache access patterns, data compression and sharding to build a scalable tree boosting system. By combining these insights, XGBoost scales beyond billions of examples using far fewer resources than existing systems.
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