A computer implemented method of generating a gradient boosting decision tree for obtaining predictions includes finding split points by sorting variable values of a feature by their gradient during training of the gradient boosting decision tree, performing a linear search to find a subset of variables with maximum split gain, and modifying a node of the gradient boosting decision tree to have multiple split points on the node for a feature as a function of the linear search. In a further example, a computer implemented method of controlling overfitting in a gradient boosting decision tree includes combining values of low population feature values into a virtual bin, fanning out the virtual bin into feature values having a low population, and including the low population feature values into multiple split points on a node of the gradient boosting decision tree.