Gradient Boosting Decision Tree (GBDT) is a popular machine learning algorithm, and has quite a few effective implementations such as XGBoost and pGBRT. Although many engineering optimizations have been adopted in these implementations, the efficiency and scalability are still unsatisfactory when the feature dimension is high and data size is large. A major reason is that for each feature, they need to scan all the data instances to estimate the information gain of all possible split points, which is very time consuming. To tackle this problem, we propose two novel techniques: \emph{Gradient-based One-Side Sampling} (GOSS) and \emph{Exclusive Feature Bundling} (EFB). With GOSS, we exclude a significant proportion of data instances with small gradients, and only use the rest to estimate the information gain. We prove that, since the data instances with larger gradients play a more important role in the computation of information gain, GOSS can obtain quite accurate estimation of the information gain with a much smaller data size. With EFB, we bundle mutually exclusive features (i.e., they rarely take nonzero values simultaneously), to reduce the number of features. We prove that finding the optimal bundling of exclusive features is NP-hard, but a greedy algorithm can achieve quite good approximation ratio (and thus can effectively reduce the number of features without hurting the accuracy of split point determination by much).

We present Cyclades, a general framework for parallelizing stochastic optimization algorithms in a shared memory setting. Cyclades is asynchronous during model updates, and requires no memory locking mechanisms, similar to Hogwild!-type algorithms. Unlike Hogwild!, Cyclades introduces no conflicts during parallel execution, and offers a black-box analysis for provable speedups across a large family of algorithms. Due to its inherent cache locality and conflict-free nature, our multi-core implementation of Cyclades consistently outperforms Hogwild!-type algorithms on sufficiently sparse datasets, leading to up to 40% speedup gains compared to Hogwild!, and up to 5\times gains over asynchronous implementations of variance reduction algorithms.

We introduce a learning-based framework to optimize tensor programs for deep learning workloads. Efficient implementations of tensor operators, such as matrix multiplication and high dimensional convolution are key enablers of effective deep learning systems. However, existing systems rely on manually optimized libraries such as cuDNN where only a narrow range of server class GPUs are well-supported. The reliance on hardware specific operator libraries limits the applicability of high-level graph optimizations and incurs significant engineering costs when deploying to new hardware targets. We use learning to remove this engineering burden. We learn domain specific statistical cost models to guide the search of tensor operator implementations over billions of possible program variants. We further accelerate the search by effective model transfer across workloads. Experimental results show that our framework delivers performance competitive with state-of-the-art hand-tuned libraries for low-power CPU, mobile GPU, and server-class GPU.

Approximating a probability density in a tractable manner is a central task in Bayesian statistics. Variational Inference (VI) is a popular technique that achieves tractability by choosing a relatively simple variational approximation. Borrowing ideas from the classic boosting framework, recent approaches attempt to \emph{boost} VI by replacing the selection of a single density with an iteratively constructed mixture of densities. In order to guarantee convergence, previous works impose stringent assumptions that require significant effort for practitioners. Specifically, they require a custom implementation of the greedy step (called the LMO) for every probabilistic model with respect to an unnatural variational family of truncated distributions.

Training of deep learning models depends on gradient descent and end-to-end differentiation. Under the slogan of differentiable programming, there is an increasing demand for efficient automatic gradient computation for emerging network architectures that incorporate dynamic control flow, especially in NLP. In this paper we propose an implementation of backpropagation using functions with callbacks, where the forward pass is executed as a sequence of function calls, and the backward pass as a corresponding sequence of function returns. A key realization is that this technique of chaining callbacks is well known in the programming languages community as continuation-passing style (CPS). Any program can be converted to this form using standard techniques, and hence, any program can be mechanically converted to compute gradients. Our approach achieves the same flexibility as other reverse-mode automatic differentiation (AD) techniques, but it can be implemented without any auxiliary data structures besides the function call stack, and it can easily be combined with graph construction and native code generation techniques through forms of multi-stage programming, leading to a highly efficient implementation that combines the performance benefits of define-then-run software frameworks such as TensorFlow with the expressiveness of define-by-run frameworks such as PyTorch.

This paper presents the key algorithmic techniques behind CatBoost, a new gradient boosting toolkit. Their combination leads to CatBoost outperforming other publicly available boosting implementations in terms of quality on a variety of datasets. Two critical algorithmic advances introduced in CatBoost are the implementation of ordered boosting, a permutation-driven alternative to the classic algorithm, and an innovative algorithm for processing categorical features. Both techniques were created to fight a prediction shift caused by a special kind of target leakage present in all currently existing implementations of gradient boosting algorithms. In this paper, we provide a detailed analysis of this problem and demonstrate that proposed algorithms solve it effectively, leading to excellent empirical results.

Our study of 22 mitigation techniques and five baselines reveals up to 12.6% fairness variance across identical training runs with identical seeds.