Rewrite approx (#7214)

This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.

The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.
This commit is contained in:
Jiaming Yuan
2022-01-10 21:15:05 +08:00
committed by GitHub
parent ed95e77752
commit 001503186c
22 changed files with 635 additions and 264 deletions

View File

@@ -53,7 +53,7 @@ class XGBoostRegressorSuite extends FunSuite with PerTest {
"max_depth" -> "6",
"silent" -> "1",
"objective" -> "reg:squarederror",
"max_bin" -> 16,
"max_bin" -> 64,
"tree_method" -> treeMethod)
val model1 = ScalaXGBoost.train(trainingDM, paramMap, round)