Monday, December 6, 2010

The Stochastic Gradient Boosted Distributed Decision Trees


This paper proposed two solutions forr implementing the exact stochastic GBDT, which was developed by the famous statician Friendman. I'd like to scan his two previous papers later as the first study of decision trees (others will be CART and C4.5... I guess).

The map/reduce implementation is based on the previously scanned paper, using horizontal splits while in the MPI implementation using vertical splits. The former is quite directly; the later requires communication using all-to-all broadcasting.

Maybe after studying the GBDT, I would have a better understanding of this paper.

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