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Rewrite approx (#7214)

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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
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2
tests/cpp/gbm/test_gbtree.cc
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@@ -35,7 +35,7 @@ TEST(GBTree, SelectTreeMethod) {
gbtree.Configure(args);
auto const& tparam = gbtree.GetTrainParam();
gbtree.Configure({{"tree_method", "approx"}});
ASSERT_EQ(tparam.updater_seq, "grow_histmaker,prune");
ASSERT_EQ(tparam.updater_seq, "grow_histmaker");
gbtree.Configure({{"tree_method", "exact"}});
ASSERT_EQ(tparam.updater_seq, "grow_colmaker,prune");
gbtree.Configure({{"tree_method", "hist"}});