On Data Scaling in Tabular ML: More Data, Better Generalization?
Organizations: Yandex · HSE University
Abstract
Recent work in tabular machine learning has emphasized the importance of diverse and realistic evaluation settings. The niche of large-scale (1M+) data, however, remains under-explored. To study training-data scaling, we assemble eight real-world tabular datasets with up to around ten million training examples, retaining the natural distribution shifts of the tasks and using random-split evaluation as a control. We find that GBDTs and MLP-based models show broadly similar scaling trends, with gains from both additional training data and algorithmic improvements. Tabular foundation models show more varied scaling behavior, with recent versions benefiting more consistently from larger contexts even under distribution shift. However, scaling training data under distribution shift introduces new challenges: in-distribution and out-of-distribution performance mostly improve together at smaller scales but can diverge at larger scales. We examine this through MLP capacity sweeps and comparisons of the validation distributions used for tuning and early stopping in MLPs and GBDTs. We also compare common practices of using validation data, contrasting its use for model selection in MLP pipelines with using it for in-context fitting in tabular foundation model pipelines. Under stronger shifts, MLPs selected using validation representative of the evaluation conditions generally maintain or improve performance as training data grows. In contrast, including such examples in context improves foundation-model performance, but does not prevent deterioration with increasing training size in our experiments.
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Appendix
| Dataset | ||||
|---|---|---|---|---|
| Cooking Time | 0.1625 | 0.9938 | 0.9931 | 0.0006 |
| Delivery ETA | 0.0055 | 0.9727 | 0.9673 | 0.0054 |
| Maps Routing | 0.1811 | 0.9935 | 0.9929 | 0.0006 |
| Weather | 0.1843 | 0.9921 | 0.9904 | 0.0017 |
| Jane Street | 0.3403 | 0.9312 | 0.9024 | 0.0288 |
| Bank Fraud | 0.3373 | 0.9930 | 0.9849 | 0.0082 |
| Method | Cooking | Delivery | Weather | Jane Street | Bank Fraud | Aeolus | Istella |
|---|---|---|---|---|---|---|---|
| XGBoost | |||||||
| LightGBM | |||||||
| Dataset | Train (M) | Val. (K) | Test (K) | Features | Task |
|---|---|---|---|---|---|
| Maps Routing | 5.12 | 60 | 60 | 986 | R |
| Cooking Time | 9.00 | 51 | 42 | 192 | R |
| Delivery ETA | 11.08 | 34 | 37 | 223 | R |
| Weather | 13.54 | 42 | 41 | 103 | R |
| Istella | 9.21 | 600 | 600 | 200 | R |
| Jane Street | 10.00 | 93 | 93 | 94 | R |
Tabular ML
Tabular machine learning develops models and tools for learning from structured data arranged in rows and columns.
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