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Problems with scalability on size of design-matrix #31

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Blunde1 opened this issue Oct 12, 2021 · 0 comments
Open

Problems with scalability on size of design-matrix #31

Blunde1 opened this issue Oct 12, 2021 · 0 comments
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@Blunde1
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Blunde1 commented Oct 12, 2021

agtboost does not scale well with large n and m.
In principle, it should scale as well as e.g. xgboost with algorithm set to exact.
There also seems to be problems with memory-consumption for large datasets.

Goal
Make agtboost scale well in n and m.

Suspission
I suspect this is due to the re-declarations/initializations of u_store and u vectors and cir calculations in split_information().

  • Find a smarter way to do these calculations. See if this fixes scalability issue.
@Blunde1 Blunde1 added the bug Something isn't working label Oct 12, 2021
@Blunde1 Blunde1 added this to the Fast and scalable `agtboost` milestone Oct 12, 2021
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