We present a CUDA-based implementation of a decision tree construction algorithm within the gradient boosting library XGBoost. The tree construction algorithm is executed entirely on the graphics processing unit (GPU) and shows high performance with a variety of datasets and settings, including sparse input matrices. Individual boosting iterations are parallelised, combining two approaches. An interleaved approach is used for shallow trees, switching to a more conventional radix sort-based approach for larger depths. We show speedups of between 3Â and 6Â using a Titan X compared to a 4 core i7 CPU, and 1.2Â using a Titan X compared to 2Â Xeon CPUs (24 cores). We show that it is possible to process the Higgs dataset (10 million instances, 28 features) entirely within GPU memory. The algorithm is made available as a plug-in within the XGBoost library and fully supports all XGBoost features including classification, regression and ranking tasks.

We present a CUDA based implementation of a decision tree construction algorithm within the gradient boosting library XGBoost. The tree construction algorithm is executed entirely on the GPU and shows high performance with a variety of datasets and settings, including sparse input matrices. Individual boosting iterations are parallelized, combining two approaches. An interleaved approach is used for shallow trees, switching to a more conventional radix sort based approach for larger depths. We show speedups of between 3-6x using a Titan X compared to a 4 core i7 CPU, and 1.2x using a Titan X compared to 2xXeon CPUs (24 cores). We show that it is possible to process the Higgs dataset ( We present a CUDA based implementation of a decision tree construction algorithm within the gradient boosting library XGBoost. The tree construction algorithm is executed entirely on the GPU and shows high performance with a variety of datasets and settings, including sparse input matrices. Individual boosting iterations are parallelized, combining two approaches. An interleaved approach is used for shallow trees, switching to a more conventional radix sort based approach for larger depths. We show speedups of between 3-6x using a Titan X compared to a 4 core i7 CPU, and 1.2x using a Titan X compared to 2x Xeon CPUs (24 cores). We show that it is possible to process the Higgs dataset (10 million instances, 28 features) entirely within GPU memory. The algorithm is made available as a plug-in within the XGBoost library * and fully supports all XGBoost features including classification, regression and ranking tasks.

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of XGB for classification of evolving data streams. In this setting, new data arrives over time and the relationship between the class and the features may change in the process, thus exhibiting concept drift. The proposed method creates new members of the ensemble from mini-batches of data as new data becomes available. The maximum ensemble size is fixed, but learning does not stop when this size is reached because the ensemble is updated on new data to ensure consistency with the current concept. We also explore the use of concept drift detection to trigger a mechanism to update the ensemble. We test our method on real and synthetic data with concept drift and compare it against batch-incremental and instance-incremental classification methods for data streams.

SHapley Additive exPlanation (SHAP) values (Lundberg & Lee, 2017) provide a game theoretic interpretation of the predictions of machine learning models based on Shapley values (Shapley, 1953). While exact calculation of SHAP values is computationally intractable in general, a recursive polynomial-time algorithm called TreeShap (Lundberg et al., 2020) is available for decision tree models. However, despite its polynomial time complexity, TreeShap can become a significant bottleneck in practical machine learning pipelines when applied to large decision tree ensembles. Unfortunately, the complicated TreeShap algorithm is difficult to map to hardware accelerators such as GPUs. In this work, we present GPUTreeShap, a reformulated TreeShap algorithm suitable for massively parallel computation on graphics processing units. Our approach first preprocesses each decision tree to isolate variable sized sub-problems from the original recursive algorithm, then solves a bin packing problem, and finally maps sub-problems to single-instruction, multiple-thread (SIMT) tasks for parallel execution with specialised hardware instructions. With a single NVIDIA Tesla V100-32 GPU, we achieve speedups of up to 19× for SHAP values, and speedups of up to 340× for SHAP interaction values, over a state-of-the-art multi-core CPU implementation executed on two 20-core Xeon E5-2698 v4 2.2 GHz CPUs. We also experiment with multi-GPU computing using eight V100 GPUs, demonstrating throughput of 1.2 M rows per second—equivalent CPU-based performance is estimated to require 6850 CPU cores.

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