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Implementation:Online ml River Tree Splitter SGTQuantizer

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Knowledge Sources
Domains Online_Learning, Decision_Trees, Gradient_Boosting
Last Updated 2026-02-08 16:00 GMT

Overview

Feature quantizers for Stochastic Gradient Trees that discretize features using dynamic or static quantization strategies.

Description

This module provides two quantization strategies for SGT. DynamicQuantizer starts with an initial radius and adapts it to the data's standard deviation for new quantizers. StaticQuantizer buffers initial samples to determine fixed quantization bins that are replicated to all new quantizers. Both track gradient and hessian statistics in bins. Dynamic quantization adapts to each feature's scale, while static quantization provides consistent bins across the tree.

Usage

Use DynamicQuantizer when features have varying scales and you want adaptive quantization. Use StaticQuantizer when you want consistent binning based on initial data distribution.

Code Reference

Source Location

Signature

class DynamicQuantizer(Quantizer):
    def __init__(self, radius: float = 0.5, std_prop: float = 0.25):
        ...

    def update(self, x_val, gh: GradHess, w: float):
        ...

    def __len__(self):
        ...

    def __iter__(self):
        ...

    def _get_params(self):
        ...


class StaticQuantizer(Quantizer):
    def __init__(self, n_bins: int = 64, warm_start: int = 100, *, buckets: list | None = None):
        ...

    def update(self, x_val, gh: GradHess, w: float):
        ...

    def __len__(self):
        ...

    def __iter__(self):
        ...

    def _get_params(self):
        ...

Import

from river.tree.splitter.sgt_quantizer import DynamicQuantizer
from river.tree.splitter.sgt_quantizer import StaticQuantizer

I/O Contract

Input Type Description
x_val float Feature value
gh GradHess Gradient and hessian pair
w float Sample weight
radius float Initial quantization radius (DynamicQuantizer)
n_bins int Number of bins (StaticQuantizer)
warm_start int Warmup samples (StaticQuantizer)
Output Type Description
__len__ int Number of bins
__iter__ Iterator[tuple] (threshold, GradHessStats) pairs
_get_params dict Parameters for cloning

Usage Examples

from river.tree.splitter.sgt_quantizer import DynamicQuantizer, StaticQuantizer
from river.tree.utils import GradHess

# Dynamic quantizer adapts to data scale
dq = DynamicQuantizer(radius=0.5, std_prop=0.25)

for i in range(100):
    x_val = float(i) / 10
    gh = GradHess(gradient=-0.1, hessian=0.2)
    dq.update(x_val, gh, w=1.0)

print(f"Number of bins: {len(dq)}")

# Iterate over bins
for threshold, ghs in dq:
    print(f"Threshold: {threshold}, Total weight: {ghs.total_weight}")

# Get adapted parameters for new quantizer
params = dq._get_params()

# Static quantizer uses fixed bins
sq = StaticQuantizer(n_bins=64, warm_start=100)

# Update during warmup (fills buffer)
for i in range(100):
    gh = GradHess(gradient=-0.1, hessian=0.2)
    sq.update(float(i), gh, w=1.0)

# After warmup, bins are fixed
print(f"Bins created: {len(sq)}")

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