Gradient Based Subsampling - Federated XGBoost

Research
1

Hi everyone,

What happens (in practice and theoretically) when enabling gradient_based subsampling (see parameters for more information)?

From my understanding, gradient based subsampling is based on Mimimal Variance Sampling (MVS). My questions are:

  1. Is the subsampling based on gradient information from each client or global information?
  2. Can it be used for adaptation to local client data?
  3. Can we prove convergence using MVS in a federated setting?

Hope to start a great discussion!

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2

Hi,
great question and welcome to the community! XGBoost with sampling in federated setting is an open research question and we are only aware of this paper.

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