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This work explores the use of gradient boosting in the context of classification. Four popular implementations, including original GBM algorithm and selected state-of-the-art gradient boosting frameworks (i.e. XGBoost, LightGBM and…

Machine Learning · Computer Science 2023-05-29 Piotr Florek , Adam Zagdański

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

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

Gradient Boosting Decision Trees (GBDTs) dominate tabular machine learning, with modern implementations like XGBoost, LightGBM, and CatBoost being based on Newton boosting: a second-order descent step in the space of decision trees. Despite…

Machine Learning · Statistics 2026-05-04 Nikita Zozoulenko , Daniel Falkowski , Thomas Cass , Lukas Gonon

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 is a method for finding a highly accurate hypothesis by linearly combining many ``weak" hypotheses, each of which may be only moderately accurate. Thus, boosting is a method for learning an ensemble of classifiers. While boosting…

Machine Learning · Computer Science 2021-07-30 Sai Saketh Rambhatla , Michael Jones , Rama Chellappa

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

Gradient boosting of regression trees is a competitive procedure for learning predictive models of continuous data that fits the data with an additive non-parametric model. The classic version of gradient boosting assumes that the data is…

Machine Learning · Computer Science 2016-07-04 Iman Alodah , Jennifer Neville

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 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

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

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

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

Fair classification has become an important topic in machine learning research. While most bias mitigation strategies focus on neural networks, we noticed a lack of work on fair classifiers based on decision trees even though they have…

Machine Learning · Computer Science 2019-11-19 Vincent Grari , Boris Ruf , Sylvain Lamprier , Marcin Detyniecki

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 decision trees are a popular machine learning technique, in part because of their ability to give good accuracy with small models. We describe two extensions to the standard tree boosting algorithm designed to increase this…

Machine Learning · Statistics 2017-11-01 Natalia Ponomareva , Thomas Colthurst , Gilbert Hendry , Salem Haykal , Soroush Radpour

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 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

Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…

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
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