Chapter 6. Classification and Regression Trees at Scale

In this chapter, we will focus on scalable methods for classification and regression trees. The following topics will be covered:

  • Tips and tricks for fast random forest applications in Scikit-learn
  • Additive random forest models and subsampling
  • GBM gradient boosting
  • XGBoost together with streaming methods
  • Very fast GBM and random forest in H2O

The aim of a decision tree is to learn a series of decision rules to infer the target labels based on the training data. Using a recursive algorithm, the process starts at the tree root and splits the data on the feature that results in the lowest impurity. Currently, the most widely applicable scalable tree-based applications are based on CART. Introduced ...

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