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Add HistGradientBoostingClassifier and HistGradientBoostingRegressor

Open desilinguist opened this issue 6 years ago • 1 comments

There is a new experimental implementation for GBTs which is supposed to be orders of magnitude faster than the vanilla GBTs for N > O(10K) which is not an uncommon use case for SKLL users.

We should include these once they move from experimental to stable versions. Not now.

desilinguist avatar Aug 15 '19 18:08 desilinguist

Even though this is an experimental implementation for now, it's still fine to have this done in a branch that we can just merge later when the implementation is stable. It does mean that additional work may be required if the implementation changes upstream on the scikit-learn side but I think it won't be that bad.

desilinguist avatar Sep 20 '19 13:09 desilinguist