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Gradient boosted decision trees have achieved remarkable success in several domains, particularly those that work with static tabular data. However, the application of gradient boosted models to signal processing is underexplored. In this…

Machine Learning · Computer Science 2024-05-16 Jose A. Lopez , Georg Stemmer , Hector A. Cordourier

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…

Machine Learning · Computer Science 2020-06-11 Tony Duan , Anand Avati , Daisy Yi Ding , Khanh K. Thai , Sanjay Basu , Andrew Y. Ng , Alejandro Schuler

XGBoost is a scalable ensemble technique based on gradient boosting that has demonstrated to be a reliable and efficient machine learning challenge solver. This work proposes a practical analysis of how this novel technique works in terms…

Machine Learning · Computer Science 2023-05-05 Candice Bentéjac , Anna Csörgő , Gonzalo Martínez-Muñoz

Real world datasets contain incorrectly labeled instances that hamper the performance of the model and, in particular, the ability to generalize out of distribution. Also, each example might have different contribution towards learning.…

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

In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were…

Machine Learning · Computer Science 2023-10-23 Ioannis Nasios , Konstantinos Vogklis

This paper examines a novel gradient boosting framework for regression. We regularize gradient boosted trees by introducing subsampling and employ a modified shrinkage algorithm so that at every boosting stage the estimate is given by an…

Methodology · Statistics 2019-09-16 Yichen Zhou , Giles Hooker

In this paper, we propose a density estimation algorithm called \textit{Gradient Boosting Histogram Transform} (GBHT), where we adopt the \textit{Negative Log Likelihood} as the loss function to make the boosting procedure available for the…

Machine Learning · Statistics 2021-06-11 Jingyi Cui , Hanyuan Hang , Yisen Wang , Zhouchen Lin

In this paper, we propose a gradient boosting algorithm called \textit{adaptive boosting histogram transform} (\textit{ABHT}) for regression to illustrate the local adaptivity of gradient boosting algorithms in histogram transform ensemble…

Machine Learning · Statistics 2021-12-07 Hanyuan Hang

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

In this paper we propose a new wavelet transform applicable to functions defined on graphs, high dimensional data and networks. The proposed method generalizes the Haar-like transform proposed in [1], and it is defined via a hierarchical…

Computer Vision and Pattern Recognition · Computer Science 2015-05-20 Idan Ram , Michael Elad , Israel Cohen

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…

Machine Learning · Computer Science 2019-12-06 Liliang Ren , Gen Sun , Jiaman Wu

Gradient Boosting Decision Tree (GBDT) are popular machine learning algorithms with implementations such as LightGBM and in popular machine learning toolkits like Scikit-Learn. Many implementations can only produce trees in an offline…

Machine Learning · Statistics 2020-02-06 Chapman Siu

Learning structured outputs with general structures is computationally challenging, except for tree-structured models. Thus we propose an efficient boosting-based algorithm AdaBoost.MRF for this task. The idea is based on the realization…

Machine Learning · Statistics 2014-07-25 Truyen Tran , Dinh Phung , Svetha Venkatesh

This paper presents the key algorithmic techniques behind CatBoost, a new gradient boosting toolkit. Their combination leads to CatBoost outperforming other publicly available boosting implementations in terms of quality on a variety of…

Machine Learning · Computer Science 2019-01-23 Liudmila Prokhorenkova , Gleb Gusev , Aleksandr Vorobev , Anna Veronika Dorogush , Andrey Gulin

We investigate a biologically motivated approach to fast visual classification, directly inspired by the recent work of Serre et al. Specifically, trading-off biological accuracy for computational efficiency, we explore using wavelet and…

Computer Vision and Pattern Recognition · Computer Science 2008-06-10 Guoshen Yu , Jean-Jacques Slotine

Gradient boosting decision tree (GBDT) is a powerful and widely-used machine learning model, which has achieved state-of-the-art performance in many academic areas and production environment. However, communication overhead is the main…

Data Structures and Algorithms · Computer Science 2019-09-18 Ziyue Huang , Ke Yi

In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function…

Machine Learning · Statistics 2019-08-20 Zhiyuan He , Danchen Lin , Thomas Lau , Mike Wu

This paper introduces a Deep Scattering network that utilizes Dual-Tree complex wavelets to extract translation invariant representations from an input signal. The computationally efficient Dual-Tree wavelets decompose the input signal into…

Computer Vision and Pattern Recognition · Computer Science 2017-02-14 Amarjot Singh , Nick Kingsbury

Gradient Boosted Decision Tree (GBDT) is a widely-used machine learning algorithm that has been shown to achieve state-of-the-art results on many standard data science problems. We are interested in its application to multioutput problems…

Machine Learning · Computer Science 2022-11-24 Leonid Iosipoi , Anton Vakhrushev