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Re:Regularization is all you need: simple neural nets can ex... by nightcracker on Tuesday June 22, 2021 @03:29PM (#27596056)
> They test against XGBoost, GBDT Auto-sklearn, and others. Did you read the paper?

Yes. Did you read my comment?

They compare NN + Cocktail vs. vanilla XGB. They don't compare NN + Cocktail vs. XGB + Cocktail.

To make it crystal clear, if I wrote a paper "existing medicine A enhanced with novel method B is more effective than existing medicine C" and I did not include the control "C + B" (assuming if relevant, which is the case here), that'd be bad science. It's very much possible that novel method B is doing the heavy lifting and A isn't all that relevant. s/A/NN, s/B/Cocktail, s/C/XGBoost.

Re:Regularization is all you need: simple neural nets can ex... by ipsum2 on Tuesday June 22, 2021 @04:10PM (#27596550)
How would you even apply layer normalization or SWA to XGB? These methods are neural net specific.
Re:Regularization is all you need: simple neural nets can ex... by mandelken on Tuesday June 22, 2021 @04:25PM (#27596741)
GBDT have their own set of hyperparameters such as learning rate, number of trees, min samples per bin, l0, l1, etc. So you could definitely also create an appropriate cocktail to optimize on, although GBDT are typically more robust wrt huperparameters.
Re:Regularization is all you need: simple neural nets can ex... by nightcracker on Tuesday June 22, 2021 @04:32PM (#27596818)
The authors do claim to do a hyperparameter sweep but only for vanilla XGB hyperparams.
Re:Regularization is all you need: simple neural nets can ex... by civilized on Tuesday June 22, 2021 @09:43PM (#27599792)
The old "my method (with as much optimization as I could get away with) beats the other method (with as little optimization as I could get away with)"
Re:Regularization is all you need: simple neural nets can ex... by disgruntledphd2 on Wednesday June 23, 2021 @09:39AM (#27604446)
Yup. The Least Publishable Unit strikes again.
Re:Regularization is all you need: simple neural nets can ex... by nightcracker on Tuesday June 22, 2021 @04:23PM (#27596713)
Batch normalization is nothing neural network specific to it if you use it on the input layer. I don't think it matters for a tree algorithm like XGBoost either way though.

SWA is pretty NN specific. So leave it out for XGB. There's a bunch that are relevant, and they could be very important.

Re:Regularization is all you need: simple neural nets can ex... by jackylupino on Wednesday June 23, 2021 @06:29AM (#27602866)
Batch norm has an advantage for iterative methods on mini-batches, while XGB uses the full training set. Using batch norm on the full training set is equivalent to Z-normalizing the features, which has no effect at all for XGB as the scale of features plays no role at the split decisions of the tree nodes. Apart few non-parametric data augmentation methods (notice adversarial augmentation is also nn specific), I do not think any other regularization used in that paper can be directly/intuitively applied to XGB.
Re:Regularization is all you need: simple neural nets can ex... by blt on Tuesday June 22, 2021 @04:15PM (#27596616)
I don't think every single regularization method in the cocktail can be applied to non-neural-network methods, but I'm pretty sure some of them can, like data augmentation. The authors could have figured out which methods can be applied to non-NN models or considered if equivalent/analogous methods exist. I agree it would make a fairer comparison.
Re:Regularization is all you need: simple neural nets can ex... by jackylupino on Wednesday June 23, 2021 @06:21AM (#27602824)
I agree with your point, e.g. data augmentation can be added, but thats pretty much it. All the other regularization techniques they use are neural network specific and cannot be applied to gradient-boosted trees. What I find particularly striking at this paper is that their method trains a single neural network which outperforms an ensemble of decision trees (XGBoost). Asking for perfect apple-to-apple comparisons means also comparing an ensemble of the MLPs vs. XGBoost. In this context, at least the message here is that XGBoost and/or other gradient-boosted methods are not anymore a silver bullet for tabular datasets. Boosting for trees was great in reducing both bias and variance, but apparently neural networks can achieve the same effect with a high capacity (low bias) and a mix of modern regularization techniques (low variance).