dmlc / dmlc/xgboost

xgboost multiclass classification problem

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feature-request
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Description

Now the xgboost training if the objective function is multi:softmax, it will training each class one tree, so in this case if i want use 50 trees to boost or parallel, in deed i use 50 * num_class trees, that may cost a lot in inference.
So my question is whether xgboost support real multi classification, use one tree to predict all the class's probility?

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