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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…

Machine Learning · Computer Science 2015-11-03 Alina Beygelzimer , Elad Hazan , Satyen Kale , Haipeng Luo

Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting…

Machine Learning · Computer Science 2012-02-15 Alexander Grubb , J. Andrew Bagnell

We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…

Machine Learning · Computer Science 2021-02-19 Elad Hazan , Karan Singh

We study the task of online boosting--combining online weak learners into an online strong learner. While batch boosting has a sound theoretical foundation, online boosting deserves more study from the theoretical perspective. In this…

Machine Learning · Computer Science 2012-07-03 Shang-Tse Chen , Hsuan-Tien Lin , Chi-Jen Lu

Boosting is a fundamental approach in machine learning that enjoys both strong theoretical and practical guarantees. At a high-level, boosting algorithms cleverly aggregate weak learners to generate predictions with arbitrarily high…

Machine Learning · Computer Science 2022-10-19 Vinod Raman , Ambuj Tewari

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 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

We study online boosting, the task of converting any weak online learner into a strong online learner. Based on a novel and natural definition of weak online learnability, we develop two online boosting algorithms. The first algorithm is an…

Machine Learning · Computer Science 2015-02-10 Alina Beygelzimer , Satyen Kale , Haipeng Luo

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

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of…

Machine Learning · Computer Science 2020-05-18 Jacob Montiel , Rory Mitchell , Eibe Frank , Bernhard Pfahringer , Talel Abdessalem , Albert Bifet

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…

Machine Learning · Computer Science 2019-11-21 Daniel Chao Zhou , Zhongming Jin , Tong Zhang

A novel gradient boosting framework is proposed where shallow neural networks are employed as ``weak learners''. General loss functions are considered under this unified framework with specific examples presented for classification,…

Machine Learning · Computer Science 2020-06-16 Sarkhan Badirli , Xuanqing Liu , Zhengming Xing , Avradeep Bhowmik , Khoa Doan , Sathiya S. Keerthi

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

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

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

This paper presents a novel technique based on gradient boosting to train the final layers of a neural network (NN). Gradient boosting is an additive expansion algorithm in which a series of models are trained sequentially to approximate a…

Machine Learning · Computer Science 2023-05-05 Seyedsaman Emami , Gonzalo Martínez-Muñoz

Boosting is a widely used machine learning approach based on the idea of aggregating weak learning rules. While in statistical learning numerous boosting methods exist both in the realizable and agnostic settings, in online learning they…

Machine Learning · Computer Science 2020-03-04 Nataly Brukhim , Xinyi Chen , Elad Hazan , Shay Moran

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…

Machine Learning · Computer Science 2026-01-01 Arthur da Cunha , Mikael Møller Høgsgaard , Andrea Paudice , Yuxin Sun

Stochastic gradient descent (SGD) has been the dominant optimization method for training deep neural networks due to its many desirable properties. One of the more remarkable and least understood quality of SGD is that it generalizes…

Machine Learning · Computer Science 2020-07-03 Erhan Bilal

Stochastic Gradient Boosting (SGB) is a widely used approach to regularization of boosting models based on decision trees. It was shown that, in many cases, random sampling at each iteration can lead to better generalization performance of…

Machine Learning · Statistics 2019-10-30 Bulat Ibragimov , Gleb Gusev
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