EMA-FS: Accelerating GBDT Training via Gain-Informed Feature Screening
Gradient Boosted Decision Trees (GBDT), exemplified by LightGBM, spend a dominant fraction of training time -- typically 65-70% -- constructing per-feature histograms. Existing approaches such as random feature subsampling (feature_fraction) discard features without regard for their predictive utility. We propose EMA-based Feature Screening (EMA-FS), an algorithm-level optimization that maintains an exponential moving average (EMA) of per-feature split gains across boosting iterations and, after a short warmup, restricts histogram construction to the top-K features ranked by historical gain. Unlike random subsampling, EMA-FS is informed: it retains high-gain features while screening out l...
| Authors | Yan Song |
|---|---|
| Primary category | cs.LG |
| Published | 24 June 2026 |
| Last updated at source | 24 June 2026 |
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