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Stochastic Gradient Trees#318

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abifet merged 6 commits into
Waikato:masterfrom
henrygouk:sgt
Dec 19, 2025
Merged

Stochastic Gradient Trees#318
abifet merged 6 commits into
Waikato:masterfrom
henrygouk:sgt

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@henrygouk
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I have adapted/mostly reimplemented the Stochastic Gradient Tree method from my ACML 2019 paper. This implementation contains a couple of minor enhancements:

  • Leaves can have vector valued predictions, so there is no longer a need to do one-vs-rest (or similar) transforms for multiclass problems.
  • I implemented the resplit strategy from EFDT. Previously, SGT would do the same approach as EFDT for choosing a split, but it would not reconsider splits as more data became available.
  • I removed the gamma regulariser. This did not seem to have much of an impact in practice.
  • This implementation is capable of classification, regression, multi-label classification, and multi-target regression without using any problem transformation strategies.

@abifet abifet merged commit 6abec6e into Waikato:master Dec 19, 2025
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3 participants