Related papers: Totally Corrective Boosting for Regularized Risk M…
The calibration and training of a neural network is a complex and time-consuming procedure that requires significant computational resources to achieve satisfactory results. Key obstacles are a large number of hyperparameters to select and…
Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a…
We propose an algorithm to enhance certified robustness of a deep model ensemble by optimally weighting each base model. Unlike previous works on using ensembles to empirically improve robustness, our algorithm is based on optimizing a…
We study boosting algorithms from a new perspective. We show that the Lagrange dual problems of AdaBoost, LogitBoost and soft-margin LPBoost with generalized hinge loss are all entropy maximization problems. By looking at the dual problems…
Prediction models are typically optimized independently from decision optimization. A smart predict then optimize (SPO) framework optimizes prediction models to minimize downstream decision regret. In this paper we present dboost, the first…
Recently non-convex optimization approaches for solving machine learning problems have gained significant attention. In this paper we explore non-convex boosting in classification by means of integer programming and demonstrate real-world…
We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…
We study online boosting, the task of converting any weak online learner into a strong online learner. Based on a novel and natural definition of weak online learnability, we develop two online boosting algorithms. The first algorithm is an…
In this paper we analyze boosting algorithms in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting algorithms in linear regression, namely the incremental…
We study the connection between multicalibration and boosting for squared error regression. First we prove a useful characterization of multicalibration in terms of a ``swap regret'' like condition on squared error. Using this…
Boosting is an extremely successful idea, allowing one to combine multiple low accuracy classifiers into a much more accurate voting classifier. In this work, we present a new and surprisingly simple Boosting algorithm that obtains a…
There has been considerable interest in boosting and bagging, including the combination of the adaptive techniques of AdaBoost with the random selection with replacement techniques of Bagging. At the same time there has been a revisiting of…
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…
Despite their theoretical appeal, totally corrective boosting methods based on linear programming have received limited empirical attention. In this paper, we conduct the first large-scale experimental study of six LP-based boosting…
Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current…
This paper presents a new regularization approach -- termed OpReg-Boost -- to boost the convergence and lessen the asymptotic error of online optimization and learning algorithms. In particular, the paper considers online algorithms for…
We study three classical machine learning algorithms in the context of algorithmic fairness: adaptive boosting, support vector machines, and logistic regression. Our goal is to maintain the high accuracy of these learning algorithms while…
Many modern machine learning tasks require models with high tail performance, i.e. high performance over the worst-off samples in the dataset. This problem has been widely studied in fields such as algorithmic fairness, class imbalance, and…
This paper examines the role and efficiency of the non-convex loss functions for binary classification problems. In particular, we investigate how to design a simple and effective boosting algorithm that is robust to the outliers in the…
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…