Related papers: Margin Distribution Controlled Boosting
Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…
The widespread use of ML-based decision making in domains with high societal impact such as recidivism, job hiring and loan credit has raised a lot of concerns regarding potential discrimination. In particular, in certain cases it has been…
With the insight of variance-bias decomposition, we design a new hybrid bagging-boosting algorithm named SBPMT for classification problems. For the boosting part of SBPMT, we propose a new tree model called Probit Model Tree (PMT) as base…
Some boosting algorithms, such as LPBoost, ERLPBoost, and C-ERLPBoost, aim to solve the soft margin optimization problem with the $\ell_1$-norm regularization. LPBoost rapidly converges to an $\epsilon$-approximate solution in practice, but…
Rule ensembles are designed to provide a useful trade-off between predictive accuracy and model interpretability. However, the myopic and random search components of current rule ensemble methods can compromise this goal: they often need…
Machine learning models often degrade when deployed on data distributions different from their training data. Challenging conventional validation paradigms, we demonstrate that higher in-distribution (ID) bias can lead to better…
The issue of voltage variations caused by integration of renewables has been addressed in this paper through distributed management of Microgrids (MGs). The distribution network (DN) takes the network losses and voltage quality as…
Gradient boosting is widely popular due to its flexibility and predictive accuracy. However, statistical inference and uncertainty quantification for gradient boosting remain challenging and under-explored. We propose a unified framework…
This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…
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…
In this tutorial paper, we first define mean squared error, variance, covariance, and bias of both random variables and classification/predictor models. Then, we formulate the true and generalization errors of the model for both training…
As more and more artificial intelligence (AI) technologies move from the laboratory to real-world applications, the open-set and robustness challenges brought by data from the real world have received increasing attention. Data augmentation…
Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting…
Parameter control aims at realizing performance gains through a dynamic choice of the parameters which determine the behavior of the underlying optimization algorithm. In the context of evolutionary algorithms this research line has for a…
Abc-boost is a new line of boosting algorithms for multi-class classification, by utilizing the commonly used sum-to-zero constraint. To implement abc-boost, a base class must be identified at each boosting step. Prior studies used a very…
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…
Statistical learning methods for automated variable selection, such as the Least Absolute Shrinkage and Selection Operator (LASSO), elastic nets, and gradient boosting, have become increasingly popular tools for building powerful prediction…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
In this work, we propose a new optimization framework for multiclass boosting learning. In the literature, AdaBoost.MO and AdaBoost.ECC are the two successful multiclass boosting algorithms, which can use binary weak learners. We explicitly…
Models trained on data composed of different groups or domains can suffer from severe performance degradation under distribution shifts. While recent methods have largely focused on optimizing the worst-group objective, this often comes at…