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.