Related papers: Shrinkage degree in $L_2$-re-scale boosting for re…
We present a statistical perspective on boosting. Special emphasis is given to estimating potentially complex parametric or nonparametric models, including generalized linear and additive models as well as regression models for survival…
In this paper, we investigate whether we could use pruning as a reliable method to boost the generalization ability of the model. We found that existing pruning method like L2 can already offer small improvement on the target domain…
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…
We extend the theory of boosting for regression problems to the online learning setting. Generalizing from the batch setting for boosting, the notion of a weak learning algorithm is modeled as an online learning algorithm with linear loss…
The problem of class imbalance along with class-overlapping has become a major issue in the domain of supervised learning. Most supervised learning algorithms assume equal cardinality of the classes under consideration while optimizing the…
We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models…
Gradient boosting, a method of building additive ensembles from weak learners, has established itself as a practical and theoretically-motivated approach to approximate functions, especially using decision tree weak learners. Comparable…
The high dimensional nature of genomics data complicates feature selection, in particular in low sample size studies - not uncommon in clinical prediction settings. It is widely recognized that complementary data on the features, `co-data',…
Statistical boosting algorithms have triggered a lot of research during the last decade. They combine a powerful machine-learning approach with classical statistical modelling, offering various practical advantages like automated variable…
Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model. We study the…
Stochastic gradient methods are central to large-scale learning, but they treat mini-batch gradients as unbiased estimators, which classical decision theory shows are inadmissible in high dimensions. We formulate gradient computation as a…
We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…
Boosting is one of the most significant advances in machine learning for classification and regression. In its original and computationally flexible version, boosting seeks to minimize empirically a loss function in a greedy fashion. The…
Ranked set sampling (RSS) is used as a powerful data collection technique for situations where measuring the study variable requires a costly and/or tedious process while the sampling units can be ranked easily (e.g., osteoporosis…
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…
We propose a statistical inference framework for the component-wise functional gradient descent algorithm (CFGD) under normality assumption for model errors, also known as $L_2$-Boosting. The CFGD is one of the most versatile tools to…
The least absolute shrinkage and selection operator (Lasso) is a popular method for high-dimensional statistics. However, it is known that the Lasso often has estimation bias and prediction error. To address such disadvantages, many…
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 algorithms are frequently used in applied data science and in research. To date, the distinction between boosting with either gradient descent or second-order Newton updates is often not made in both applied and methodological…
Boosting is a generic learning method for classification and regression. Yet, as the number of base hypotheses becomes larger, boosting can lead to a deterioration of test performance. Overfitting is an important and ubiquitous phenomenon,…