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'hist': Montonic Constraints (#3085)

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* Extended monotonic constraints support to 'hist' tree method.

* Added monotonic constraints tests.

* Fix the signature of NoConstraint::CalcSplitGain()

* Document monotonic constraint support in 'hist'

* Update signature of Update to account for latest refactor
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redditur
2018-03-06 00:45:49 +00:00
committed by Philip Hyunsu Cho
parent 8937134015
commit d5f1b74ef5
4 changed files with 139 additions and 6 deletions
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doc/tutorials/monotonic.md
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@@ -76,3 +76,15 @@ Some other examples:
- ```(1,0)```: An increasing constraint on the first predictor and no constraint on the second.
- ```(0,-1)```: No constraint on the first predictor and a decreasing constraint on the second.
**Choise of tree construction algorithm**. To use monotonic constraints, be
sure to set the `tree_method` parameter to one of `'exact'`, `'hist'`, and
`'gpu_hist'`.
**Note for the `'hist'` tree construction algorithm**.
If `tree_method` is set to either `'hist'` or `'gpu_hist'`, enabling monotonic
constraints may produce unnecessarily shallow trees. This is because the
`'hist'` method reduces the number of candidate splits to be considered at each
split. Monotonic constraints may wipe out all available split candidates, in
which case no split is made. To reduce the effect, you may want to increase
the `max_bin` parameter to consider more split candidates.