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Thanks, let's continue the conversation about performance in szilard/GBM-perf#35 and I also commented on the open issues #24 and #18 in this repo (sparsity and parallelism).
szilard/GBM-perf#35
I might be doing something wrong, maybe there are ways to make aGTBoost faster. As far as the AUC, this is just one dataset, I know.
Anyway, you might wanna look at this: https://github.com/szilard/GBM-perf
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