XGBoost Introduces Vector-Leaf Model
New tree structure stores vectors in leaves to support multiple predictions per row.
Tianqi Chen posted a link to the XGBoost site announcing the Vector-Leaf Model created by Jiamin Yuan and Rory Mitchell. The post describes standard decision trees that hold one number per leaf for single-value regression. It notes that some tasks need several related outputs from the same row. The Vector-Leaf Model changes leaf contents to hold vectors instead. The announcement appears on the official XGBoost project site and is presented as the latest update to the library.
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