Gradient Boosted Decision Trees for High Dimensional Sparse Output

Si Si, Huan Zhang, S. Sathiya Keerthi, Dhruv Mahajan, Inderjit S. Dhillon, Cho-Jui Hsieh

Abstract: In this paper, we study the gradient boosted decision trees (GBDT) when the output space is high dimensional and sparse. For example, in multilabel classification, the output space is a $L$-dimensi...