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Factorized MultiClass Boosting

2019-09-11Unverified0· sign in to hype

Igor E. Kuralenok, Yurii Rebryk, Ruslan Solovev, Anton Ermilov

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Abstract

In this paper, we introduce a new approach to multiclass classification problem. We decompose the problem into a series of regression tasks, that are solved with CART trees. The proposed method works significantly faster than state-of-the-art solutions while giving the same level of model quality. The algorithm is also robust to imbalanced datasets, allowing to reach high-quality results in significantly less time without class re-balancing.

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