Related papers: Re-scale boosting for regression and classificatio…
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…
This paper introduces a novel framework for reducing variable selection bias by balancing selection frequencies of base-learners in boosting and introduces the sgboost package in R, which implements this framework combined with sparse-group…
We prove that boosting with the squared error loss, $L_2$Boosting, is consistent for very high-dimensional linear models, where the number of predictor variables is allowed to grow essentially as fast as $O$(exp(sample size)), assuming that…
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 propose a black-box variational inference method to approximate intractable distributions with an increasingly rich approximating class. Our method, termed variational boosting, iteratively refines an existing variational approximation…
Often machine learning methods are applied and results reported in cases where there is little to no information concerning accuracy of the output. Simply because a computer program returns a result does not insure its validity. If…
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 present a simple unified framework for multi-class cost-sensitive boosting. The minimum-risk class is estimated directly, rather than via an approximation of the posterior distribution. Our method jointly optimizes binary weak learners…
Given a learning task where the data is distributed among several parties, communication is one of the fundamental resources which the parties would like to minimize. We present a distributed boosting algorithm which is resilient to a…
Label ranking is a prediction task which deals with learning a mapping between an instance and a ranking (i.e., order) of labels from a finite set, representing their relevance to the instance. Boosting is a well-known and reliable ensemble…
In this paper we propose using the principle of boosting to reduce the bias of a random forest prediction in the regression setting. From the original random forest fit we extract the residuals and then fit another random forest to these…
We present a principled framework to address resource allocation for realizing boosting algorithms on substrates with communication or computation noise. Boosting classifiers (e.g., AdaBoost) make a final decision via a weighted vote from…
Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…
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 tree boosting is a prediction algorithm that sequentially produces a model in the form of linear combinations of decision trees, by solving an infinite-dimensional optimization problem. We combine gradient boosting and Nesterov's…
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.…
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…
Natural gradient has been recently introduced to the field of boosting to enable the generic probabilistic predication capability. Natural gradient boosting shows promising performance improvements on small datasets due to better training…
We propose a model to tackle classification tasks in the presence of very little training data. To this aim, we approximate the notion of exact match with a theoretically sound mechanism that computes a probability of matching in the input…
We study a generalization of boosting to the multiclass setting. We introduce a weak learning condition for multiclass classification that captures the original notion of weak learnability as being "slightly better than random guessing". We…