[SYSTEMDS-822] Gradient Boosted Trees

• Type: New Feature
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Affects Version/s: SystemML 0.11
• Component/s: Algorithms
• Labels: Hacktoberfest features
• Assignee: Unassigned
• Reporter: Abhinav Maurya
• Created: 17/Jul/16 10:56
• Updated: 26/Sep/17 13:53

Description

It would be great to have an implementation of gradient boosted trees in SystemML, similar to scikit-learn's gradient boosting machine [1] or DMLC's XGBoost [2].

[1] http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.GradientBoostingClassifier.html
[2] https://github.com/dmlc/xgboost/
[3] http://homes.cs.washington.edu/~tqchen/2016/03/10/story-and-lessons-behind-the-evolution-of-xgboost.html

For some inspiration, implementation for MLlib - https://github.com/apache/spark/pull/2607/files

Issue Links

• Is contained by: SYSTEMDS-1938 Regularized Greedy Forest (RGF) Implementation
• is duplicated by: SYSTEMDS-978 Implement XGBoost in DML and expose it through mllearn