Consecutive Optimizer for XGBoost
Published in draft, 2019
Abstract
We found that the optimization goal of the XGBoost algorithm well matches the conditions of consecutive optimizer. Based on this connection, We purpose a refined XGBoost algorithm that utilize the info from consecutive tree leaves to reduce the over-fitting issue. This algorithm has a O(KT[mn^2+dlogn]) time complexity that is tractable for prediction task of size 10-100K.
Link
http://hrj9499.github.io/files/Consecutive_Optimizer_for_XGBoost__draft_.pdf