<p>The effects of the built environment factors on urban vitality have attracted wide attention in the urban planning fields in recent years, but few studies have considered the variables’ relative importance and their nonlinear effects on urban vitality. Taking a Chinese metropolis—Hangzhou as a case study, this study applied the gradient boosting decision tree (GBDT) model to explore the nonlinear effects of the 5D factors of the urban built environment on urban social vitality and economic vitality and the importance of variables. The results show that the GBDT model has better goodness of fit than the traditional ordinary least squares (OLS) regression in the urban vitality models. The urban built environment plays an important role in affecting urban vitality, while built environment designs witness the most important effect. Specifically, the density of shopping facilities, medical facilities, and road networks are the most important factors affecting urban social vitality, while road network density, destination accessibility, and population density play the most important roles in affecting urban economic vitality. Finally, the urban built environment factors have nonlinear threshold effects on both urban economic and social vitality in Hangzhou, with differing nonlinear response patterns observed between social and economic dimensions.</p>