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Merge pull request #46 from Evovest/dev
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Dev
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jeremiedb authored Mar 13, 2020
2 parents 44c37ec + 598a4e8 commit 4cd2e9e
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2 changes: 1 addition & 1 deletion Project.toml
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Expand Up @@ -15,7 +15,7 @@ StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
[compat]
CategoricalArrays = "0.7"
Distributions = "0.22"
MLJModelInterface = "0.1"
MLJModelInterface = "0.1, 0.2"
StaticArrays = "0.12"
StatsBase = "0.32"
julia = "1"
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16 changes: 14 additions & 2 deletions README.md
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[![Build Status](https://travis-ci.org/Evovest/EvoTrees.jl.svg?branch=master)](https://travis-ci.org/Evovest/EvoTrees.jl)

A Julia implementation of boosted trees.
Efficient histogram based algorithm with support for conventional and extended loss (notably multi-target objectives such as max likelihood methods).

[R binding available](https://github.com/Evovest/EvoTrees)

Provides flexibility for efficient custom objectives (notably multi-target objectives such as max likelihood methods).

Currently supports:

- linear
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- multiclassification (softmax)
- Gaussian (max likelihood)


Input features is expected to be `Matrix{Float64}`. User friendly format conversion to be done.
Next priority: GPU support.

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julia> Pkg.add("EvoTrees")
```


## Performance

[Benchmark](https://github.com/Evovest/EvoTrees.jl/blob/master/blog/benchmarks.jl) for 100 iterations on randomly generated data:

| Dimensions / Algo | XGBoost Exact | XGBoost Hist | EvoTrees | |
|-------------------|:-------------:|:------------:|:--------:|---|
| 10K x 100 | 1.18s | 2.15s | 0.52s | |
| 100K x 100 | 9.39s | 4.25s | 2.02s | |
| 1M X 100 | 146.5s | 20.2s | 22.5 | |


## Parameters

- loss: {:linear, :logistic, :poisson, :L1, :quantile, :softmax, :gaussian}
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