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We construct an efficient recursive ensemble algorithm for the multi-class classification problem, inspired by SAMME (Zhu, Zou, Rosset, and Hastie (2009)). We strengthen the weak learnability condition in Zhu, Zou, Rosset, and Hastie (2009)…
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…
Estimators in statistics and machine learning must typically trade off between efficiency, having low variance for a fixed target, and distributional robustness, such as multiaccuracy, or having low bias over a range of possible targets. In…
Boosting is a key method in statistical learning, allowing for converting weak learners into strong ones. While well studied in the realizable case, the statistical properties of weak-to-strong learning remain less understood in the…
Data analysis and machine learning have become an integrative part of the modern scientific methodology, providing automated techniques to predict further information based on observations. One of these classification and regression…
Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…
Neural Networks and Decision Trees: two popular techniques for supervised learning that are seemingly disconnected in their formulation and optimization method, have recently been combined in a single construct. The connection pivots on…
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…
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…
Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…
Boosting is a celebrated machine learning approach which is based on the idea of combining weak and moderately inaccurate hypotheses to a strong and accurate one. We study boosting under the assumption that the weak hypotheses belong to a…
Decision tree models, including random forests and gradient-boosted decision trees, are widely used in machine learning due to their high predictive performance. However, their complex structures often make them difficult to interpret,…
We focus on generative AI for a type of data that still represent one of the most prevalent form of data: tabular data. Our paper introduces two key contributions: a new powerful class of forest-based models fit for such tasks and a simple…
We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…
Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…
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…
This paper studies binary classification in robust one-bit compressed sensing with adversarial errors. It is assumed that the model is overparameterized and that the parameter of interest is effectively sparse. AdaBoost is considered, and,…
Isolation Forest (iForest) stands out as a widely-used unsupervised anomaly detector, primarily owing to its remarkable runtime efficiency and superior performance in large-scale tasks. Despite its widespread adoption, a theoretical…
As an adaptive, interpretable, robust, and accurate meta-algorithm for arbitrary differentiable loss functions, gradient tree boosting is one of the most popular machine learning techniques, though the computational expensiveness severely…
Within the framework of AdaBoost.MH, we propose to train vector-valued decision trees to optimize the multi-class edge without reducing the multi-class problem to $K$ binary one-against-all classifications. The key element of the method is…