Why every GBDT speed benchmark is wrong

Published 24 Oct 2018 in cs.LG and stat.ML | (1810.10380v1)

Abstract: This article provides a comprehensive study of different ways to make speed benchmarks of gradient boosted decision trees algorithm. We show main problems of several straight forward ways to make benchmarks, explain, why a speed benchmarking is a challenging task and provide a set of reasonable requirements for a benchmark to be fair and useful.

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