Superfast Selection for Decision Tree Algorithms

We present a novel and systematic method, called Superfast Selection, for selecting the "optimal split" for decision tree and feature selection algorithms over tabular data. The method speeds up split selection on a single feature by lowering the time complexity, from O(MN) (using the standard selection methods) to O(M), where M represents the number of input examples and N the number of unique values. Additionally, the need for pre-encoding, such as one-hot or integer encoding, for feature value heterogeneity is eliminated. To demonstrate the efficiency of Superfast Selection, we empower the CART algorithm by integrating Superfast Selection into it, creating what we call Ultrafast Decision Tree (UDT). This enhancement enables UDT to complete the training process with a time complexity O(KM$^2$) (K is the number of features). Additionally, the Training Only Once Tuning enables UDT to avoid the repetitive training process required to find the optimal hyper-parameter. Experiments show that the UDT can finish a single training on KDD99-10% dataset (494K examples with 41 features) within 1 second and tuning with 214.8 sets of hyper-parameters within 0.25 second on a laptop.