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We present a new procedure for enhanced variable selection for component-wise gradient boosting. Statistical boosting is a computational approach that emerged from machine learning, which allows to fit regression models in the presence of…

In boosting, we aim to leverage multiple weak learners to produce a strong learner. At the center of this paradigm lies the concept of building the strong learner as a voting classifier, which outputs a weighted majority vote of the weak…

Machine Learning · Computer Science 2024-12-23 Arthur da Cunha , Kasper Green Larsen , Martin Ritzert

We deal with the task of supervised learning if the data is of functional type. The crucial point is the choice of the appropriate fitting method (learner). Boosting is a stepwise technique that combines learners in such a way that the…

Statistics Theory · Mathematics 2007-06-13 Nicole Kraemer

Boosting algorithms are frequently used in applied data science and in research. To date, the distinction between boosting with either gradient descent or second-order Newton updates is often not made in both applied and methodological…

Machine Learning · Statistics 2020-10-21 Fabio Sigrist

The theory of boosting provides a computational framework for aggregating approximate weak learning algorithms, which perform marginally better than a random predictor, into an accurate strong learner. In the realizable case, the success of…

Machine Learning · Computer Science 2024-11-01 Udaya Ghai , Karan Singh

Boosting is a fundamental approach in machine learning that enjoys both strong theoretical and practical guarantees. At a high-level, boosting algorithms cleverly aggregate weak learners to generate predictions with arbitrarily high…

Machine Learning · Computer Science 2022-10-19 Vinod Raman , Ambuj Tewari

Uplift modeling is an area of machine learning which aims at predicting the causal effect of some action on a given individual. The action may be a medical procedure, marketing campaign, or any other circumstance controlled by the…

Machine Learning · Computer Science 2018-07-23 Michał Sołtys , Szymon Jaroszewicz

Consideration of the primal and dual problems together leads to important new insights into the characteristics of boosting algorithms. In this work, we propose a general framework that can be used to design new boosting algorithms. A wide…

Artificial Intelligence · Computer Science 2011-12-13 Chunhua Shen , Hanxi Li , Nick Barnes

Latent Gaussian models and boosting are widely used techniques in statistics and machine learning. Tree-boosting shows excellent prediction accuracy on many data sets, but potential drawbacks are that it assumes conditional independence of…

Machine Learning · Computer Science 2022-08-24 Fabio Sigrist

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…

Methodology · Statistics 2021-06-10 Boyao Zhang , Colin Griesbach , Cora Kim , Nadia Müller-Voggel , Elisabeth Bergherr

Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation. For example, recent works in DRO have shown that popular statistical estimators can…

Machine Learning · Statistics 2020-04-21 Jose Blanchet , Yang Kang , Fan Zhang , Zhangyi Hu

We present a boosting-based method to learn additive Structural Equation Models (SEMs) from observational data, with a focus on the theoretical aspects of determining the causal order among variables. We introduce a family of score…

Machine Learning · Statistics 2024-01-15 Maximilian Kertel , Nadja Klein

Boosting is one of the most successful ideas in machine learning, achieving great practical performance with little fine-tuning. The success of boosted classifiers is most often attributed to improvements in margins. The focus on margin…

Machine Learning · Computer Science 2020-11-11 Allan Grønlund , Lior Kamma , Kasper Green Larsen

Boosting is a highly successful ML-born optimization setting in which one is required to computationally efficiently learn arbitrarily good models based on the access to a weak learner oracle, providing classifiers performing at least…

Machine Learning · Computer Science 2024-11-15 Richard Nock , Yishay Mansour

Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…

Methodology · Statistics 2020-08-11 Xiaomeng Ju , Matías Salibián-Barrera

Boosting and other ensemble methods combine a large number of weak classifiers through weighted voting to produce stronger predictive models. To explain the successful performance of boosting algorithms, Schapire et al. (1998) showed that…

Machine Learning · Statistics 2019-06-11 Waldyn Martinez , J. Brian Gray

The use of multivariate classifiers, especially neural networks and decision trees, has become commonplace in particle physics. Typically, a series of classifiers is trained rather than just one to enhance the performance; this is known as…

Nuclear Experiment · Physics 2015-06-16 Justin Stevens , Mike Williams

Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…

We propose two algorithms for interpretation and boosting of tree-based ensemble methods. Both algorithms make use of mathematical programming models that are constructed with a set of rules extracted from an ensemble of decision trees. The…

Machine Learning · Computer Science 2020-09-22 S. Ilker Birbil , Mert Edali , Birol Yuceoglu

Boosting is a method for finding a highly accurate hypothesis by linearly combining many ``weak" hypotheses, each of which may be only moderately accurate. Thus, boosting is a method for learning an ensemble of classifiers. While boosting…

Machine Learning · Computer Science 2021-07-30 Sai Saketh Rambhatla , Michael Jones , Rama Chellappa