Parallel boosted regression trees for web search ranking
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TL;DR
A novel method for parallelizing the training of GBRT, which parallelizes the construction of the individual regression trees and operates using the master-worker paradigm, and demonstrates that the loss in accuracy induced due to the histogram approximation in the regression tree creation can be compensated for through slightly deeper trees.
Abstract
Gradient Boosted Regression Trees (GBRT) are the current state-of-the-art learning paradigm for machine learned web-search ranking - a domain notorious for very large data sets. In this paper, we propose a novel method for parallelizing the training of GBRT. Our technique parallelizes the construction of the individual regression trees and operates using the master-worker paradigm as follows. The data are partitioned among the workers. At each iteration, the worker summarizes its data-partition using histograms. The master processor uses these to build one layer of a regression tree, and then sends this layer to the workers, allowing the workers to build histograms for the next layer. Our algorithm carefully orchestrates overlap between communication and computation to achieve good performance.
