Related papers: Extending Statistical Boosting - An Overview of Re…
Background: Heritability is a central measure in genetics quantifying how much of the variability observed in a trait is attributable to genetic differences. Existing methods for estimating heritability are most often based on random-effect…
Cross-study replicability is a powerful model evaluation criterion that emphasizes generalizability of predictions. When training cross-study replicable prediction models, it is critical to decide between merging and treating the studies…
Motivated by challenges in the analysis of biomedical data and observational studies, we develop statistical boosting for the general class of bivariate distributional copula regression with arbitrary marginal distributions, which is suited…
In this paper, we introduce and evaluate a data-driven staged mixture modeling technique for building density, regression, and classification models. Our basic approach is to sequentially add components to a finite mixture model using the…
In many applications of supervised learning, multiple classification or regression outputs have to be predicted jointly. We consider several extensions of gradient boosting to address such problems. We first propose a straightforward…
Boosting is a method for learning a single accurate predictor by linearly combining a set of less accurate weak learners. Recently, structured learning has found many applications in computer vision. Inspired by structured support vector…
Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonlinear functions in models with additive…
In this paper, we derive a novel probabilistic model of boosting as a Product of Experts. We re-derive the boosting algorithm as a greedy incremental model selection procedure which ensures that addition of new experts to the ensemble does…
We introduce a novel way to combine boosting with Gaussian process and mixed effects models. This allows for relaxing, first, the zero or linearity assumption for the prior mean function in Gaussian process and grouped random effects models…
This work explores the use of gradient boosting in the context of classification. Four popular implementations, including original GBM algorithm and selected state-of-the-art gradient boosting frameworks (i.e. XGBoost, LightGBM and…
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…
Machine learning algorithms are growing increasingly popular in particle physics analyses, where they are used for their ability to solve difficult classification and regression problems. While the tools are very powerful, they may often be…
Uplift modeling comprises a collection of machine learning techniques designed for managers to predict the incremental impact of specific actions on customer outcomes. However, accurately estimating this incremental impact poses significant…
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…
The use of multivariate classifiers has become commonplace in particle physics. To enhance the performance, a series of classifiers is typically trained; this is a technique known as boosting. This paper explores several novel boosting…
This paper investigates the integration of gradient boosted decision trees and varying coefficient models. We introduce the tree boosted varying coefficient framework which justifies the implementation of decision tree boosting as the…
The authors propose new additive models for binary outcomes, where the components are copula-based regression models (Noh et al, 2013), and designed such that the model may capture potentially complex interaction effects. The models do not…
As data collections become larger, exploratory regression analysis becomes more important but more challenging. When observations are hierarchically clustered the problem is even more challenging because model selection with mixed effect…
Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…
We propose a soft gradient boosting framework for sequential regression that embeds a learnable linear feature transform within the boosting procedure. At each boosting iteration, we train a soft decision tree and learn a linear input…