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https://github.com/RGF-team/rgf

Home repository for the Regularized Greedy Forest (RGF) library. It includes original implementation from the paper and multithreaded one written in C++, along with various language-specific wrappers.
https://github.com/RGF-team/rgf

decision-forest decision-trees ensemble-model kaggle machine-learning ml regularized-greedy-forest rgf

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Home repository for the Regularized Greedy Forest (RGF) library. It includes original implementation from the paper and multithreaded one written in C++, along with various language-specific wrappers.

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README

        

[![Python and R tests](https://github.com/RGF-team/rgf/workflows/Python%20and%20R%20tests/badge.svg?branch=master)](https://github.com/RGF-team/rgf/actions)
[![DOI](https://zenodo.org/badge/DOI/10.1109/TPAMI.2013.159.svg)](https://doi.org/10.1109/TPAMI.2013.159)
[![arXiv.org](https://img.shields.io/badge/arXiv-1109.0887-b31b1b.svg)](https://arxiv.org/abs/1109.0887)
[![Python Versions](https://img.shields.io/pypi/pyversions/rgf_python.svg)](https://pypi.org/project/rgf_python)
[![PyPI Version](https://img.shields.io/pypi/v/rgf_python.svg)](https://pypi.org/project/rgf_python)
[![CRAN Version](https://r-pkg.org/badges/version/RGF)](https://cran.r-project.org/package=RGF)

# Regularized Greedy Forest

Regularized Greedy Forest (RGF) is a tree ensemble machine learning method described in [this paper](https://arxiv.org/abs/1109.0887).
RGF can deliver better results than gradient boosted decision trees (GBDT) on a number of datasets and it has been used to win a few Kaggle competitions.
Unlike the traditional boosted decision tree approach, RGF works directly with the underlying forest structure.
RGF integrates two ideas: one is to include tree-structured regularization into the learning formulation; and the other is to employ the fully-corrective regularized greedy algorithm.

This repository contains the following implementations of the RGF algorithm:

- [RGF](https://github.com/RGF-team/rgf/tree/master/RGF): original implementation from the paper;
- [FastRGF](https://github.com/RGF-team/rgf/tree/master/FastRGF): multi-core implementation with some simplifications;
- [rgf_python](https://github.com/RGF-team/rgf/tree/master/python-package): wrapper of both RGF and FastRGF implementations for Python;
- [R package](https://github.com/RGF-team/rgf/tree/master/R-package): wrapper of rgf_python for R.

You may want to get interesting information about RGF from the posts collected in [Awesome RGF](https://github.com/RGF-team/rgf/blob/master/AWESOME_RGF.md ).