Skip to content

Commit

Permalink
doc: add request links for ordinal loss implementation in gradient bo…
Browse files Browse the repository at this point in the history
…osting frameworks
  • Loading branch information
adamingas committed Jan 18, 2024
1 parent d634ed8 commit 9712b80
Showing 1 changed file with 9 additions and 1 deletion.
10 changes: 9 additions & 1 deletion docs/motivation.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,7 @@
"\n",
"Usually when faced with prediction problems involving ordered labels (i.e. low, medium, high) and tabular data, data scientists turn to regular multinomial classifiers from the gradient boosted tree family of models, because of their ease of use, speed of fitting, and good performance. Parametric ordinal models have been around for a while, but they have not been popular because of their poor performance compared to the gradient boosted models, especially for larger datasets.\n",
"\n",
"Although classifiers can predict ordinal labels adequately, they require building as many classifiers as there are labels to predict. This approach, however, leads to slower training times, and confusing feature interpretations. For example, a feature which is positively associated with the increasing order of the label set (i.e. as the feature's value grows, so do the probabilities of the higher ordered labels), will va a positive association with the highest ordered label, negative with the lowest ordered, and a \"concave\" association with the middle ones."
"Although classifiers can predict ordinal labels adequately, they require building as many classifiers as there are labels to predict. This approach, however, leads to slower training times, and confusing feature interpretations. For example, a feature which is positively associated with the increasing order of the label set (i.e. as the feature's value grows, so do the probabilities of the higher ordered labels), will va a positive association with the highest ordered label, negative with the lowest ordered, and a \"concave\" association with the middle ones.\n"
]
},
{
Expand All @@ -33,6 +33,14 @@
"</div>"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"There's been recurring requests from the community for an ordinal loss implementation in all of the major gradient boosting model frameworks ([LightGBM](https://github.com/microsoft/LightGBM/issues/5882), [XGBoost](https://github.com/dmlc/xgboost/issues/5243), [XGBoost](https://github.com/dmlc/xgboost/issues/695), [CatBoost](https://github.com/catboost/catboost/issues/1994))."
]
},
{
"cell_type": "markdown",
"metadata": {
Expand Down

0 comments on commit 9712b80

Please sign in to comment.