Related papers: Shrinkage degree in $L_2$-re-scale boosting for re…
Boosting is a learning scheme that combines weak prediction rules to produce a strong composite estimator, with the underlying intuition that one can obtain accurate prediction rules by combining "rough" ones. Although boosting is proved to…
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…
Boosting is one of the most significant developments in machine learning. This paper studies the rate of convergence of $L_2$Boosting, which is tailored for regression, in a high-dimensional setting. Moreover, we introduce so-called…
In this paper, we investigate the theoretical and empirical properties of $L_2$ boosting with kernel regression estimates as weak learners. We show that each step of $L_2$ boosting reduces the bias of the estimate by two orders of…
Sparse model selection by structural risk minimization leads to a set of a few predictors, ideally a subset of the true predictors. This selection clearly depends on the underlying loss function $\tilde L$. For linear regression with square…
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…
We investigate $L_2$ boosting in the context of kernel regression. Kernel smoothers, in general, lack appealing traits like symmetry and positive definiteness, which are critical not only for understanding theoretical aspects but also for…
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…
Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are…
Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…
Developing efficient kernel methods for regression is very popular in the past decade. In this paper, utilizing boosting on kernel-based weaker learners, we propose a novel kernel-based learning algorithm called kernel-based re-scaled…
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…
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…
This paper presents a general iterative bias correction procedure for regression smoothers. This bias reduction schema is shown to correspond operationally to the $L_2$ Boosting algorithm and provides a new statistical interpretation for…
The gradient boosting machine is one of the powerful tools for solving regression problems. In order to cope with its shortcomings, an approach for constructing ensembles of gradient boosting models is proposed. The main idea behind the…
We introduce Random Feature Representation Boosting (RFRBoost), a novel method for constructing deep residual random feature neural networks (RFNNs) using boosting theory. RFRBoost uses random features at each layer to learn the functional…
The gradient boosting machine is a powerful ensemble-based machine learning method for solving regression problems. However, one of the difficulties of its using is a possible discontinuity of the regression function, which arises when…
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…
Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as a powerful paradigm for post-training large reasoning models (LRMs) using policy-gradient methods such as GRPO. To stabilize training, these methods typically center…
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…