Lightgbm: Multi-Layered Gradient Boosting Decision Trees

[guolinke]

Paper link: https://arxiv.org/pdf/1806.00007.pdf @kingfengji

It is interesting to see how it work.
Contribution is welcomed.

[kingfengji]

@guolinke
Thanks for inviting. it's a multi-layered structure explicitly build for representation learning purposes using gbdt instead of neurons.
Questions are welcomed.

[Laurae2]

Could be also interesting with #1315. (Piecewise linear trees)

[StrikerRUS]

Closed in favor of being in #2302. We decided to keep all feature requests in one place.

Welcome to contribute this feature! Please re-open this issue (or post a comment if you are not a topic starter) if you are actively working on implementing this feature.

[kruda]

I'd like to work on this issue.

[jameslamb]

Thanks @kruda ! I'll re-open it and assign it to you. Leave a comment here if you have any questions.

[StrikerRUS]

Refer to https://github.com/microsoft/LightGBM/issues/1315#issuecomment-592963235.