Lightgbm: Adding Cost Effective Gradient Boosting to LightGBM

Created on 16 Dec 2017  路  12Comments  路  Source: microsoft/LightGBM

S Peter proposes a feature which can be added to LightGBM as a feature. The work has already been done in a fork here- https://github.com/svenpeter42/LightGBM-CEGB

Paper related to the topic- https://papers.nips.cc/paper/6753-cost-efficient-gradient-boosting.pdf

feature request help wanted

Most helpful comment

Happy new year to you, too! I'll clean up the code and rebase on your current master and will file a PR then.

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ping @svenpeter42

@svenpeter42 Are you interested into adding Cost Efficient Gradient Boosting to the official LightGBM?

Sorry for the late reply, I just came back from my Christmas break.
Yes, I'm definitely interested in adding this to the official LightGBM!

@svenpeter42 , Happy new year! you can send the PR when code is ready.

Happy new year to you, too! I'll clean up the code and rebase on your current master and will file a PR then.

@svenpeter42 How is your progress going? Do you need any help from us?

ping @svenpeter42

sorry, i've been pretty busy with research lately. I'll try to eventually get back to this but cannot tell when I'll have enough time :(

@svenpeter42 Can I use your code to integrate it into core LightGBM repository as a PR?

Sure, absolutely!

I have an implementation of this, integrated in the serial tree learner, in https://github.com/rvb/LightGBM/tree/CEGB-pr .
Would you be interested in a PR based on that branch?

@remcob-gr Go ahead make a PR for the same. I will close my current PR for CEGB.

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