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Gradient Boosting Machine (GBM) is an extremely powerful supervised learning algorithm that is widely used in practice. GBM routinely features as a leading algorithm in machine learning competitions such as Kaggle and the KDDCup. In this…

Machine Learning · Computer Science 2020-08-28 Haihao Lu , Sai Praneeth Karimireddy , Natalia Ponomareva , Vahab Mirrokni

Gradient Boosting Machines (GBM) are hugely popular for solving tabular data problems. However, practitioners are not only interested in point predictions, but also in probabilistic predictions in order to quantify the uncertainty of the…

Machine Learning · Computer Science 2021-06-08 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

Gradient Boosting Machine has proven to be one successful function approximator and has been widely used in a variety of areas. However, since the training procedure of each base learner has to take the sequential order, it is infeasible to…

Machine Learning · Computer Science 2020-06-09 Ji Feng , Yi-Xuan Xu , Yuan Jiang , Zhi-Hua Zhou

This paper proposes a financial fraud detection system based on improved Random Forest (RF) and Gradient Boosting Machine (GBM). Specifically, the system introduces a novel model architecture called GBM-SSRF (Gradient Boosting Machine with…

Statistical Finance · Quantitative Finance 2025-02-25 Tianzuo Hu

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

As the complexity of learning tasks surges, modern machine learning encounters a new constrained learning paradigm characterized by more intricate and data-driven function constraints. Prominent applications include Neyman-Pearson…

Machine Learning · Computer Science 2023-08-22 Zhenwei Lin , Qi Deng

Gradient Boosting Machines (GBM) are among the go-to algorithms on tabular data, which produce state of the art results in many prediction tasks. Despite its popularity, the GBM framework suffers from a fundamental flaw in its base…

Machine Learning · Computer Science 2021-09-14 Afek Ilay Adler , Amichai Painsky

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

Machine Learning · Computer Science 2023-02-23 Tristan Cinquin , Tammo Rukat , Philipp Schmidt , Martin Wistuba , Artur Bekasov

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

The Restricted Boltzmann Machine (RBM) is one of the simplest generative neural networks capable of learning input distributions. Despite its simplicity, the analysis of its performance in learning from the training data is only well…

Machine Learning · Computer Science 2025-11-13 Yizhou Xu , Florent Krzakala , Lenka Zdeborová

This paper presents a novel neural network training approach for faster convergence and better generalization abilities in deep reinforcement learning. Particularly, we focus on the enhancement of training and evaluation performance in…

Machine Learning · Computer Science 2020-05-26 Mohammed Sharafath Abdul Hameed , Gavneet Singh Chadha , Andreas Schwung , Steven X. Ding

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

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 (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the…

Machine Learning · Computer Science 2022-11-08 Michael T. Horrell

The Gradient Boosting Classifier (GBC) is a widely used machine learning algorithm for binary classification, which builds decision trees iteratively to minimize prediction errors. This document explains the GBC's training and prediction…

Machine Learning · Computer Science 2024-10-24 Hung-Hsuan Chen

Boosting is a popular ensemble algorithm that generates more powerful learners by linearly combining base models from a simpler hypothesis class. In this work, we investigate the problem of adapting batch gradient boosting for minimizing…

Machine Learning · Computer Science 2017-03-02 Hanzhang Hu , Wen Sun , Arun Venkatraman , Martial Hebert , J. Andrew Bagnell

A fundamental problem in supervised learning is to find a good set of features or distance measures. If the new set of features is of lower dimensionality and can be obtained by a simple transformation of the original data, they can make…

Machine Learning · Computer Science 2024-05-15 Anri Patron , Ayush Prasad , Hoang Phuc Hau Luu , Kai Puolamäki

In the pharmaceutical industry, where it is common to generate many QSAR models with large numbers of molecules and descriptors, the best QSAR methods are those that can generate the most accurate predictions but that are also insensitive…

Biomolecules · Quantitative Biology 2021-05-19 Robert P. Sheridan , Andy Liaw , Matthew Tudor

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

Machine Learning · Statistics 2025-11-04 Mitchell L. Prevett , Francis K. C. Hui , Zhi Yang Tho , A. H. Welsh , Anton H. Westveld

Artificial intelligence (AI) and machine learning (ML) have become vital to remain competitive for financial services companies around the globe. The two models currently competing for the pole position in credit risk management are deep…

Machine Learning · Computer Science 2022-05-24 Marc Schmitt
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