Optimization of Oblivious Decision Tree Ensembles Evaluation for CPU

Abstract: CatBoost is a popular machine learning library. CatBoost models are based on oblivious decision trees, making training and evaluation rapid. CatBoost has many applications, and some require low latency and high throughput evaluation. This paper investigates the possibilities for improving CatBoost's performance in single-core CPU computations. We explore the new features provided by the AVX instruction sets to optimize evaluation. We increase performance by 20-40% using AVX2 instructions without quality impact. We also introduce a new trade-off between speed and quality. Using float16 for leaf values and AVX-512 instructions, we achieve 50-70% speed-up.