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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…

Machine Learning · Statistics 2019-05-21 Arnaud Joly , Louis Wehenkel , Pierre Geurts

Gradient boosting is widely popular due to its flexibility and predictive accuracy. However, statistical inference and uncertainty quantification for gradient boosting remain challenging and under-explored. We propose a unified framework…

Machine Learning · Statistics 2025-09-30 Haimo Fang , Kevin Tan , Giles Hooker

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…

Methodology · Statistics 2020-11-03 Colin Griesbach , Benjamin Säfken , Elisabeth Waldmann

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…

Statistics Theory · Mathematics 2017-07-18 Gérard Biau , Benoît Cadre

This paper presents a computationally efficient variant of gradient boosting for multi-class classification and multi-output regression tasks. Standard gradient boosting uses a 1-vs-all strategy for classifications tasks with more than two…

Machine Learning · Computer Science 2024-07-25 Seyedsaman Emami , Gonzalo Martínez-Muñoz

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…

Methodology · Statistics 2020-08-11 Xiaomeng Ju , Matías Salibián-Barrera

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…

Machine Learning · Computer Science 2022-11-30 Erwan Fouillen , Claire Boyer , Maxime Sangnier

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…

Machine Learning · Computer Science 2022-08-23 Lorenzo Nespoli , Vasco Medici

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…

Machine Learning · Computer Science 2020-06-22 Andrei V. Konstantinov , Lev V. Utkin

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…

Machine Learning · Computer Science 2020-10-14 Andrei V. Konstantinov , Lev V. Utkin

Score-based generative models can effectively learn the distribution of data by estimating the gradient of the distribution. Due to the multi-step denoising characteristic, researchers have recently considered combining score-based…

Machine Learning · Computer Science 2024-12-17 Changyuan Zhao , Hongyang Du , Guangyuan Liu , Dusit Niyato

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…

Machine Learning · Computer Science 2025-09-17 Huseyin Karaca , Suleyman Serdar Kozat

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…

Machine Learning · Statistics 2018-03-07 Gérard Biau , Benoît Cadre , Laurent Rouvìère

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…

Machine Learning · Statistics 2020-10-21 Fabio Sigrist

Latent Gaussian models and boosting are widely used techniques in statistics and machine learning. Tree-boosting shows excellent prediction accuracy on many data sets, but potential drawbacks are that it assumes conditional independence of…

Machine Learning · Computer Science 2022-08-24 Fabio Sigrist

In various data situations joint models are an efficient tool to analyze relationships between time dependent covariates and event times or to correct for event-dependent dropout occurring in regression analysis. Joint modeling connects a…

Methodology · Statistics 2018-10-25 Colin Griesbach , Andreas Mayr , Elisabeth Waldmann

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…

Machine Learning · Computer Science 2026-03-26 Abhijit Chowdhary , Elizabeth Newman , Deepanshu Verma

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored…

Machine Learning · Computer Science 2021-04-05 Andrey Malinin , Liudmila Prokhorenkova , Aleksei Ustimenko

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…

Machine Learning · Computer Science 2015-05-07 Shaobo Lin , Yao Wang , Lin Xu

We consider the task of enforcing individual fairness in gradient boosting. Gradient boosting is a popular method for machine learning from tabular data, which arise often in applications where algorithmic fairness is a concern. At a high…

Machine Learning · Computer Science 2021-04-01 Alexander Vargo , Fan Zhang , Mikhail Yurochkin , Yuekai Sun
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