Sas Institute Inc.

Rui Shi

Yan Xu

Xiangqian Hu

Seyedalireza Yektamaram

Guixian Lin

A computing device compresses a gradient boosting tree predictive model. A gradient boosting tree predictive model is trained using a plurality of observation vectors. Each observation vector includes an explanatory variable value of an explanatory variable and a response variable value for a response variable. The gradient boosting tree predictive type model is trained to predict the response variable value of each observation vector based on a respective explanatory variable value of each observation vector. The trained gradient boosting tree predictive model is compressed using a compression model with a predefined penalty constant value and with a predefined array of coefficients to reduce a number of trees of the trained gradient boosting tree predictive model. The compression model minimizes a sparsity norm loss function. The compressed, trained gradient boosting tree predictive model is output for predicting a new response variable value from a new observation vector.

Analytic system for gradient boosting tree compression

Machine-learning models (MLM) can be configured more rapidly using some examples described herein. For example, a MLM can be configured by executing an iterative process, where each iteration includes a series of operations. The series of operations can include determining a current weight value for the current iteration, determining a current gradient direction for the current iteration based on the current weight value, and determining a current learning rate for the current iteration based on the current gradient direction. The operations can also include determining a current multistage momentum value for the current iteration. A next weight value for a next iteration can then be determined based on (i) the current weight value, (ii) the current gradient direction, (iii) the current learning rate, and (iv) the current multistage momentum value. The next weight value may also be determined based on a predefined learning rate that was preset, in some examples.

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Bethlehem, PA, United States of America

Rui Shi