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In this work we propose a new algorithm for solving high-dimensional backward stochastic differential equations (BSDEs). Based on the general theta-discretization for the time-integrands, we show how to efficiently use eXtreme Gradient…

Numerical Analysis · Mathematics 2021-07-15 Long Teng

Tree ensembles such as XGBoost are often preferred for discriminative tasks in mixed-type tabular data, due to their inductive biases, minimal hyperparameter tuning, and training efficiency. We argue that these qualities, when leveraged…

Machine Learning · Computer Science 2026-03-10 Jim Achterberg , Marcel Haas , Bram van Dijk , Marco Spruit

Tree-boosting is a widely used machine learning technique for tabular data. However, its out-of-sample accuracy is critically dependent on multiple hyperparameters. In this article, we empirically compare several popular methods for…

Machine Learning · Computer Science 2026-05-29 Floris Jan Koster , Fabio Sigrist

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

This paper presents the development of machine learning (ML) models to predict hypoxemia severity during emergency triage, especially in Chemical, Biological, Radiological, Nuclear, and Explosive (CBRNE) events, using physiological data…

Machine Learning · Computer Science 2024-11-01 Santino Nanini , Mariem Abid , Yassir Mamouni , Arnaud Wiedemann , Philippe Jouvet , Stephane Bourassa

Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…

Machine Learning · Statistics 2020-11-03 Mohsen Shahhosseini , Guiping Hu , Hieu Pham

Gradient Boosting Machines (GBMs) have demonstrated remarkable success in solving diverse problems by utilizing Taylor expansions in functional space. However, achieving a balance between performance and generality has posed a challenge for…

Machine Learning · Computer Science 2023-04-12 Jiaqi Luo , Zihao Wei , Junkai Man , Shixin Xu

Boosting is a popular algorithm in supervised machine learning with wide applications in regression and classification problems. It combines weak learners, such as regression trees, to obtain accurate predictions. However, in the presence…

Computation · Statistics 2025-02-06 Zhu Wang

Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in relation to many…

Risk Management · Quantitative Finance 2023-03-10 Oguz Koc , Omur Ugur , A. Sevtap Kestel

\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…

Machine Learning · Statistics 2025-12-24 Hedibert Lopes , Nick Polson , Vadim Sokolov

Novel machine learning methods for tabular data generation are often developed on small datasets which do not match the scale required for scientific applications. We investigate a recent proposal to use XGBoost as the function approximator…

Machine Learning · Computer Science 2024-08-30 Jesse C. Cresswell , Taewoo Kim

Accurate imputation of race and ethnicity (R&E) is crucial for analyzing disparities and informing policy. Methods like Bayesian Improved Surname Geocoding (BISG) are widely used but exhibit limitations, including systematic…

Computers and Society · Computer Science 2025-05-01 S. Chalavadi , A. Pastor , T. Leitch

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

High permeability of pervious concrete (PC) makes it a special type of concrete utilised for certain applications. However, the complexity of the behaviour and properties of PC leads to costly, time consuming and energy demanding…

Computational Engineering, Finance, and Science · Computer Science 2024-04-05 Ismail B. Mustapha , Zainab Abdulkareem , Muyideen Abdulkareem , Abideen Ganiyu

This study investigates the performance of various classification models for a malware classification task using different feature sets and data configurations. Six models-Logistic Regression, K-Nearest Neighbors (KNN), Support Vector…

Machine Learning · Computer Science 2025-03-05 Areej Dweib , Montaser Tanina , Shehab Alawi , Mohammad Dyab , Huthaifa I. Ashqar

The use of multiple imputation (MI) is becoming increasingly popular for addressing missing data. Although some conventional MI approaches have been well studied and have shown empirical validity, they have limitations when processing large…

Methodology · Statistics 2023-07-31 Yongshi Deng , Thomas Lumley

Online leading has disrupted the traditional consumer banking sector with more effective loan processing. Risk prediction and monitoring is critical for the success of the business model. Traditional credit score models fall short in…

Risk Management · Quantitative Finance 2017-07-18 Xiaojiao Yu

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

Machine Learning · Computer Science 2025-06-30 Mehul Gautam

A feature selection algorithm should ideally satisfy four conditions: reliably extract relevant features; be able to identify non-linear feature interactions; scale linearly with the number of features and dimensions; allow the…

Machine Learning · Computer Science 2019-01-15 Zhixiang Eddie Xu , Gao Huang , Kilian Q. Weinberger , Alice X. Zheng

A dataset of 35,608 materials with their topological properties is constructed by combining the density functional theory (DFT) results of Materiae and the Topological Materials Database. Thanks to this, machine-learning approaches are…

Materials Science · Physics 2025-03-21 Yuqing He , Pierre-Paul De Breuck , Hongming Weng , Matteo Giantomassi , Gian-Marco Rignanese
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