Gradient boosting with vector-valued leafs

arXiv:2606.29326 · stat.ML, cs.LG · Submitted 2026-06-28 · Read on arXiv

David Cortes

stat.ML, cs.LG

Submitted: 2026-06-28

Code: https://github.com/dmlc/xgboost

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Objective Function — 7× in this paper · explained in 2 episodes
• XGBoost — 7× in this paper · explained in 3 episodes
• Regularization — 4× in this paper · explained in 3 episodes
• Information Gain — 2× in this paper · explained in 2 episodes
• Accuracy — 1× in this paper · explained in 1 episode

Sources

• CatBoost: gradient boosting with categorical features support
• A Blockwise Descent Algorithm for Group-penalized Multiresponse and Multinomial Regression

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