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if you spend the same amount of time in xgboost and lightgbm looking for hyperparameters and build trees with a small enough eta. will you achieve the same perf
by xiaodai 5y ago
if you spend the same amount of time in xgboost and lightgbm looking for hyperparameters and build trees with a small enough eta. will you achieve the same performance? that's not answered in the paper, and if I am a reviewer I would ask them to come compare time spent.
- jackylupino 5y agoAfter reading the paper I believe they do both aspects that you mention: i) they give XGboost and all the baselines up to 4 CPU days of hyperparameter optimization time on 20 CPU core servers per dataset, same compute as the author's proposed method. ii) the search space for the XGBoost hyperparameters includes low eta (starting from 0.001) and large num_round ranges (up to 1000 trees) in Table 5 at the appendix.