Zhixiang Eddie Xu

Zhixiang Eddie Xu, Matt J. Kusner, Kilian Q. Weinberger et al.

As machine learning transitions increasingly towards real world applications controlling the test-time cost of algorithms becomes more and more crucial. Recent work, such as the Greedy Miser and Speedboost, incorporate test-time budget constraints into the training procedure and learn classifiers that provably stay within budget (in expectation). However, so far, these algorithms are limited to the supervised learning scenario where sufficient amounts of labeled data are available. In this paper we investigate the common scenario where labeled data is scarce but unlabeled data is available in abundance. We propose an algorithm that leverages the unlabeled data (through Laplace smoothing) and learns classifiers with budget constraints. Our model, based on gradient boosted regression trees (GBRT), is, to our knowledge, the first algorithm for semi-supervised budgeted learning.

Zhixiang Eddie Xu, Gao Huang, Kilian Q. Weinberger et al.

A feature selection algorithm should ideally satisfy four conditions: reliably extract relevant features; be able to identify non-linear feature interactions; scale linearly with the number of features and dimensions; allow the incorporation of known sparsity structure. In this work we propose a novel feature selection algorithm, Gradient Boosted Feature Selection (GBFS), which satisfies all four of these requirements. The algorithm is flexible, scalable, and surprisingly straight-forward to implement as it is based on a modification of Gradient Boosted Trees. We evaluate GBFS on several real world data sets and show that it matches or out-performs other state of the art feature selection algorithms. Yet it scales to larger data set sizes and naturally allows for domain-specific side information.