fdf533f2b9
Support adaptive tree, a feature supported by both sklearn and lightgbm. The tree leaf is recomputed based on residue of labels and predictions after construction. For l1 error, the optimal value is the median (50 percentile). This is marked as experimental support for the following reasons: - The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors. - Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
XGBoost Plugins Modules
This folder contains plugin modules to xgboost that can be optionally installed. The plugin system helps us to extend xgboost with additional features, and add experimental features that may not yet be ready to be included in the main project.
To include a certain plugin, say plugin_a, you only need to add the following line
to xgboost/plugin/CMakeLists.txt
set(PLUGIN_SOURCES ${PLUGIN_SOURCES}
${xgboost_SOURCE_DIR}/plugin/plugin_a.cc PARENT_SCOPE)
along with specified source file plugin_a.cc.
Then rebuild XGBoost with CMake.
Write Your Own Plugin
You can plugin your own modules to xgboost by adding code to this folder, without modification to the main code repo. The example folder provides an example to write a plugin.
List of register functions
A plugin has to register a new functionality to xgboost to be able to use it. The register macros available to plugin writers are:
- XGBOOST_REGISTER_METRIC - Register an evaluation metric
- XGBOOST_REGISTER_GBM - Register a new gradient booster that learns through gradient statistics
- XGBOOST_REGISTER_OBJECTIVE - Register a new objective function used by xgboost
- XGBOOST_REGISTER_TREE_UPDATER - Register a new tree-updater which updates the tree given the gradient information
And from dmlc-core:
- DMLC_REGISTER_PARAMETER - Register a set of parameter for a specific usecase
- DMLC_REGISTER_DATA_PARSER - Register a data parser where the data can be represented by a URL. This is used by DMatrix.