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[MRG] DOC User guide section for histogram-based GBDTs#14525

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adrinjalali merged 17 commits intoscikit-learn:masterfrom
NicolasHug:gbdt_user_guide
Aug 5, 2019
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[MRG] DOC User guide section for histogram-based GBDTs#14525
adrinjalali merged 17 commits intoscikit-learn:masterfrom
NicolasHug:gbdt_user_guide

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@NicolasHug
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Long overdue, this PR adds a section in the user guide dedicated to the new GBDTs.

ping @adrinjalali @glemaitre @amueller @thomasjpfan

@NicolasHug
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In the text I'm considering that #13911 (missing values support) and #14516 (early stopping by default) will be merged soon

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I don't know much about the new gradient boosting implementation but it was an interesting read. A few comments are below.

Great work on this new implementation in general @NicolasHug !

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Thanks @rth! Comments were addressed

@NicolasHug NicolasHug changed the title [MRG] User guide section for histogram-based GBDTs [MRG] DOC User guide section for histogram-based GBDTs Jul 31, 2019
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LGTM, pending a second opinion on #14525 (comment)

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Thanks for the reviews!

I added a section d3e6ca0 with implementation details to explain why this implementation is faster. I think it can be useful for users for it to feel less like magic. WDYT?

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looks good :)

for parallelization through Cython. The number of threads that is used can
be changed using the ``OMP_NUM_THREADS`` environment variable. By default,
all available cores are used. Please refer to the OpenMP documentation for
details.
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Link to OpenMP documentation?

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(Weird that the previous comments got lost, we discussed this with Adrin already)

I don't want to add it because the openmp doc is a 300 pages pdf. Googling OMP_NUM_THREADS gives you the docs from intel and ibm but they're probably not official.

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LGTM, should we merge or do you want another review since there's been a few changes?

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I think we can merge, Thomas reviewed with the latest changes and I addressed his comments

@adrinjalali adrinjalali merged commit 2df8462 into scikit-learn:master Aug 5, 2019
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4 participants