RoNGBa: A Robustly Optimized Natural Gradient Boosting Training Approach with Leaf Number Clipping
This work addresses a bottleneck in natural gradient boosting for machine learning practitioners, offering improved efficiency and performance, though it is incremental as it builds on existing methods.
The paper tackles the slow training speed of natural gradient boosting on large datasets by introducing leaf number clipping and optimizing hyperparameters, achieving up to 4.85x speedup and significantly beating state-of-the-art performance on UCI datasets.
Natural gradient has been recently introduced to the field of boosting to enable the generic probabilistic predication capability. Natural gradient boosting shows promising performance improvements on small datasets due to better training dynamics, but it suffers from slow training speed overhead especially for large datasets. We present a replication study of NGBoost(Duan et al., 2019) training that carefully examines the impacts of key hyper-parameters under the circumstance of best-first decision tree learning. We find that with the regularization of leaf number clipping, the performance of NGBoost can be largely improved via a better choice of hyperparameters. Experiments show that our approach significantly beats the state-of-the-art performance on various kinds of datasets from the UCI Machine Learning Repository while still has up to 4.85x speed up compared with the original approach of NGBoost.