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Add gbdt #510

Merged
merged 6 commits into from
Feb 7, 2023
Merged

Add gbdt #510

merged 6 commits into from
Feb 7, 2023

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qbc2016
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@qbc2016 qbc2016 commented Feb 3, 2023

I modified the GBDT algo, here are three comments:
(1) the only two differences with XGB in class Tree are gain computation and weight computation
(2) the tree model in GBDT dose not need hessian, but the Trainer class contains the hessian computation, for convenience, I did not modify Trainer, so I still keep the hessian in class Tree
(3) as (2) says, in class Tree_GBDT, in order to not modify the Trainer class, I copied function update_child from Tree_XGB, though in fact, Tree_GBDT does not need to compute hess

@xieyxclack xieyxclack changed the title [WIP]Dev for gbdt (new version) Add gbdt Feb 7, 2023
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Several modifications are added according to the discussion with @qbc2016 .

@rayrayraykk To use GBDT in VFL, please specify model.type='gbdt_tree' and vertical.algo='gbdt'. An example is provided at federatedscope/vertical_fl/xgb_base/baseline/gbdt_base_on_adult.yaml

@xieyxclack xieyxclack added enhancement New feature or request Tree labels Feb 7, 2023
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Although I don't look closely at the implementation details, it looks good.

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LGTM

@xieyxclack xieyxclack merged commit 51390c8 into alibaba:master Feb 7, 2023
@xieyxclack xieyxclack mentioned this pull request Feb 9, 2023
@qbc2016 qbc2016 deleted the dev_new_gbdt branch June 8, 2023 03:55
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3 participants