5 Commits

Author SHA1 Message Date
Vadim Khotilovich
ad3a0bbab8
Add the missing max_delta_step (#3668)
* add max_delta_step to SplitEvaluator

* test for max_delta_step

* missing x2 factor for L1 term

* remove gamma from ElasticNet
2018-09-12 08:43:41 -05:00
Andrew Thia
9254c58e4d [TREE] add interaction constraints (#3466)
* add interaction constraints

* enable both interaction and monotonic constraints at the same time

* fix lint

* add R test, fix lint, update demo

* Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping

* Add Python test for interaction constraints

* make R interaction constraints parameter based on feature index instead of column names, fix R coding style

* Fix lint

* Add BlueTea88 to CONTRIBUTORS.md

* Short circuit when no constraint is specified; address review comments

* Add tutorial for feature interaction constraints

* allow interaction constraints to be passed as string, remove redundant column_names argument

* Fix typo

* Address review comments

* Add comments to Python test
2018-09-04 09:35:39 -07:00
jqmp
dd07c25d12 Fix typo in ElasticNet threshold function (#3527) 2018-07-30 14:08:14 +12:00
Henry Gouk
a13e29ece1 Add LASSO (#3429)
* Allow multiple split constraints

* Replace RidgePenalty with ElasticNet

* Add test for checking Ridge, LASSO, and Elastic Net are implemented
2018-07-15 16:38:26 +12:00
Henry Gouk
64b8cffde3 Refactor of FastHistMaker to allow for custom regularisation methods (#3335)
* Refactor to allow for custom regularisation methods

* Implement compositional SplitEvaluator framework

* Fixed segfault when no monotone_constraints are supplied.

* Change pid to parentID

* test_monotone_constraints.py now passes

* Refactor ColMaker and DistColMaker to use SplitEvaluator

* Performance optimisation when no monotone_constraints specified

* Fix linter messages

* Fix a few more linter errors

* Update the amalgamation

* Add bounds check

* Add check for leaf node

* Fix linter error in param.h

* Fix clang-tidy errors on CI

* Fix incorrect function name

* Fix clang-tidy error in updater_fast_hist.cc

* Enable SSE2 for Win32 R MinGW

Addresses https://github.com/dmlc/xgboost/pull/3335#issuecomment-400535752

* Add contributor
2018-06-28 07:37:25 +00:00