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Changelog

Note: This is the changelog of the C++ library. The Python port has a separate Changelog under yggdrasil_decision_forests/port/python/CHANGELOG.md.

HEAD

Features

  • Speed-up training of GBT models by ~10%.
  • Support for categorical and boolean features in Isolation Forests.
  • Rename LAMBDA_MART_NDCG5 to LAMBDA_MART_NDCG. The old name is deprecated but can still be used.
  • Allow configuring the truncation of NDCG losses.
  • Add support for distributed training for ranking gradient boosted tree models.
  • Add support for AVRO data file using the "avro:" prefix.
  • Deprecated SparseObliqueSplit.binary_weights hyperparameter in favor of SparseObliqueSplit.weights.

Misc

  • Loss options are now defined model/gradient_boosted_trees/gradient_boosted_trees.proto (previously learner/gradient_boosted_trees/gradient_boosted_trees.proto)
  • Remove C++14 support.

1.10.0 - 2024-08-21

Features

  • Add support for Isolation Forests model.
  • The default value of num_candidate_attributes in the CART learner is changed from 0 (Random Forest style sampling) to -1 (no sampling). This is the generally accepted logic of CART.
  • Added support for GCS for file I/O.

1.9.0 - 2024-03-12

Feature

  • Add "parallel_trials" parameter in the hyper-parameter tuner to control the number of trials to run in parallel.
  • Add support for custom losses.

1.8.0 - 2023-11-17

Feature

  • Support for GBT distances.
  • Remove old snapshots automatically for GBT training.

Fix

  • Regression with Mean Squared Error loss and Mean Average error loss incorrectly clamped the gradients, leading to incorrect predictions.
  • Change dependency from boost to boost_math for faster builds.

1.7.0 - 2023-10-20

Feature

  • Add support for Mean average error (MAE) loss for GBT.
  • Add pairwise distance between examples.
  • By default, only keep the last three snapshots when training with a working cache to be resilient to training interruptions.

New interface

  • Check out the new Python interface in port/python! It's still experimental but you can already install it from PyPi with pip install ydf.

1.6.0 - 2023-09-28

Breaking changes

  • The dependency to the distributed gradient boosted trees learner is renamed from //third_party/yggdrasil_decision_forests/learner/distributed_gradient_boosted_trees to //third_party/yggdrasil_decision_forests/learner/distributed_gradient_boosted_trees:dgbt. Note most case, importing the learners with //third_party/yggdrasil_decision_forests/learner:all_learners is recommended.
  • The training configuration must contain a label. A missing label is no longer interpreted as the label being the input feature "".

Feature

  • Add support for monotonic constraints for gradient boosted trees.
  • Improve speed of dataset reading and writing.

Fix

  • Proper error message when using distributed training on more than 2^31 (i.e., ~2B) examples while compiling YDF with 32-bits example index.
  • Fix Window compilation with Visual Studio 2019
  • Improved error messages for invalid training configuration
  • Replaced outdated dependencies

1.5.0 - 2023-07-03

Feature

  • Rename experimental_analyze_model_and_dataset to analyze_model_and_dataset
  • Add new GBT loss function POISSON for Poisson log likelihood.
  • Go API: Categorical string values available for inspection.
  • Improved training speed for unit-weight datasets.
  • Support for MHLD oblique decision trees.
  • Multi-threaded RMSE computation.
  • Added Uint8 inference engine.
  • Added Multi-task learning where the output of models trained as "secondary" are used as input for the models trained as "primary"

Fix

  • Go API: fixed typo on OutOfVocabulary constant.
  • Error messages for Uplift models.
  • Remove owner leakage in the model compiler.
  • Fix buggy restriction for SelGB sampling
  • Improve documentation.

Change

1.4.0 - 2023-03-20

Features

  • Speed-up the computation of PDP and CEP in the model analysis tool.
  • Add compilation of model into .h file.
  • [JS port] Add "prefix" argument to model loading method.
  • Rename logging function from LOG to YDF_LOG to limit risk of collision with TF or Absl.

Fix

  • [JS port] Fix memory leak. Release emscripten objects.

1.3.0 - 2023-01-24

Features

  • Setting the generic hyper-parameter "subsample" is enough enable random subsampling (to need to also set "sampling_method=RANDOM").
  • Improve the display of decision tree structures.
  • The Hyper-parameter optimizer field "predefined_search_space" automatically configures the set of hyper-parameters to explore during automatic hyper-parameter tuning.
  • Replaces the MEAN_MIN_DEPTH variable importance with INV_MEAN_MIN_DEPTH.

1.2.0 - 2022-11-18

Features

  • YDF can load TF-DF models directly (i.e. a TF model with a YDF model in the "assets" sub directory).
  • Expose confusion tables in a GBT model's analysis.
  • Add the "compute_variable_importances" tool to compute variable importances on an already trained model.
  • Add the "experimental_analyze_model_and_dataset" tool to understand/analyze models.

1.1.0 - 2022-10-21

Features

  • Early stopping is no longer triggered during first iterations. The initial iteration for early stopping can be controlled with the new parameter early_stopping_initial_iteration in gradient_boosted_trees.proto.
  • Benchmark inference tool does not require for the dataset to contain the label column.
  • The user can specify the location of the wasm file in the JavaScript port.
  • The user can instruct the tokenizer to perform no tokenization at all.

Cleanup

  • Fix GRPC dependency to version 1.50.0.

Documentation

1.0.0 - 2022-09-07

Features

  • Go (GoLang) inference API (Beta): simple engine written in Go to do inference on YDF and TF-DF models.
  • Creation of html evaluation report with plots (e.g., ROC, PR-ROC).
  • Add support for Random Forest, CART, regressive GBT and Ranking GBT models in the Go API.
  • Add customization of the number of IO threads in the deployment proto.

0.2.5 - 2022-06-15

Features

  • Multithreading of the oblique splitter for gradient boosted tree models.
  • Support for Javascript + WebAssembly inference of model.
  • Support for pure serving model i.e. model containing only serving data.
  • Add "edit_model" cli tool.

Fix

  • Remove bias toward low outcome in uplift modeling.

0.2.4 - 2022-05-17

Features

  • Discard hessian splits with score lower than the parents. This change has little effect on the model quality, but it can reduce its size.
  • Add internal flag hessian_split_score_subtract_parent to subtract the parent score in the computation of an hessian split score.
  • Add the hyper-parameter optimizer as one of the meta-learner.
  • The Random Forest and CART learners support the NUMERICAL_UPLIFT task.

0.2.3 - 2021-01-27

Features

  • Honest Random Forests (also work with Gradient Boosted Tree and CART).
  • Can train Random Forests with example sampling without replacement.
  • Add support for Focal Loss in Gradient Boosted Tree learner.

Fixes

  • Incorrect default evaluation of categorical split with uplift tasks. This was making uplift models with missing categorical values perform worst, and made the inference of uplift model possibly slower.

0.2.2 - 2021-12-13

Features

  • The CART learner exports the number of pruned nodes in the output model meta-data. Note: The CART learner outputs a Random Forest model with a single tree.
  • The Random Forest and CART learners support the CATEGORICAL_UPLIFT task.
  • Add SetLoggingLevel to control the amount of logging.

Fixes

  • Fix tree pruning in the CART learner for regressive tasks.

0.2.1 - 2021-11-05

Features

  • Add example of distributed training at examples/distributed_training.sh
  • Use the median bucket split value strategy in the discretized numerical splitters (local and distributed).

Fixes

  • Register the GRPC distribution strategy in :train.

0.2.0 - 2021-10-29

Features

  • Distributed training of Gradient Boosted Decision Trees.
  • Add maximum_model_size_in_memory_in_bytes hyper-parameter to limit the size of the model in memory.

Fixes

  • Fix invalid splitting of pre-sorted numerical features (make use to use midpoint).

0.1.5 - 2021-08-11

Fixes

  • Fix incorrect handling of CART pruning when validation set is empty. Previously, the whole tree would be erroneously pruned. Now, pruning is disabled if the validation set is not specified.

0.1.4 - ????

Features

  • Add training interruption in the abstract learner API.
  • Reduce the memory usage of the pre-sorted feature index.
  • Multi-threaded computation of the pre-sorted feature index.
  • Disable GBT's early stopping if the validation dataset ratio is zero.
  • Pre-computed and cache the structural variable importances.

0.1.3 - 2021-05-19

Features

  • Register new inference engines.

0.1.2 - 2021-05-18

Features

  • Inference engines: QuickScorer Extended and Pred

0.1.1 - 2021-05-17

Features

  • Migration to TensorFlow 2.5.0.

0.1.0 - 2021-05-11

Initial release of Yggdrasil Decision Forests.

Features

  • CLI: train show_model show_dataspec predict infer_dataspec evaluate convert_dataset benchmark_inference utils/synthetic_dataset)
  • Learners: Gradient Boosted Trees (and derivatives), Random Forest (and derivatives), Cart.