Quickly Boosting Decision Trees – Pruning Underachieving Features Early
Proceedings of the 30th International Conference on Machine Learning, PMLR 28(3):594-602, 2013.
Boosted decision trees are one of the most popular and successful learning techniques used today. While exhibiting fast speeds at test time, relatively slow training makes them impractical for applications with real-time learning requirements. We propose a principled approach to overcome this drawback. We prove a bound on the error of a decision stump given its preliminary error on a subset of the training data; the bound may be used to prune unpromising features early on in the training process. We propose a fast training algorithm that exploits this bound, yielding speedups of an order of magnitude at no cost in the final performance of the classifier. Our method is not a new variant of Boosting; rather, it may be used in conjunction with existing Boosting algorithms and other sampling heuristics to achieve even greater speedups.