English
Related papers

Related papers: Tree Boosted Varying Coefficient Models

200 papers

We develop a tree boosting algorithm for collider measurements of multiple Wilson coefficients in effective field theories describing phenomena beyond the standard model of particle physics. The design of the discriminant exploits per-event…

High Energy Physics - Phenomenology · Physics 2022-05-27 Suman Chatterjee , Stefan Rohshap , Robert Schöfbeck , Dennis Schwarz

Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…

Machine Learning · Computer Science 2018-11-20 Myriam Tami , Marianne Clausel , Emilie Devijver , Adrien Dulac , Eric Gaussier , Stefan Janaqi , Meriam Chebre

We propose an unsupervised tree boosting algorithm for inferring the underlying sampling distribution of an i.i.d. sample based on fitting additive tree ensembles in a fashion analogous to supervised tree boosting. Integral to the algorithm…

Methodology · Statistics 2023-07-11 Naoki Awaya , Li Ma

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

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

Boosting algorithms are frequently used in applied data science and in research. To date, the distinction between boosting with either gradient descent or second-order Newton updates is often not made in both applied and methodological…

Machine Learning · Statistics 2020-10-21 Fabio Sigrist

Model-based component-wise gradient boosting is a popular tool for data-driven variable selection. In order to improve its prediction and selection qualities even further, several modifications of the original algorithm have been developed,…

Methodology · Statistics 2023-02-28 Sophie Potts , Elisabeth Bergherr , Constantin Reinke , Colin Griesbach

Predictions using a combination of decision trees are known to be effective in machine learning. Typical ideas for constructing a combination of decision trees for prediction are bagging and boosting. Bagging independently constructs…

Machine Learning · Computer Science 2024-02-12 Keito Tajima , Naoki Ichijo , Yuta Nakahara , Toshiyasu Matsushima

Capturing complex dependence structures between outcome variables (e.g., study endpoints) is of high relevance in contemporary biomedical data problems and medical research. Distributional copula regression provides a flexible tool to model…

Methodology · Statistics 2022-02-28 Nicolai Hans , Nadja Klein , Florian Faschingbauer , Michael Schneider , Andreas Mayr

We propose two algorithms for interpretation and boosting of tree-based ensemble methods. Both algorithms make use of mathematical programming models that are constructed with a set of rules extracted from an ensemble of decision trees. The…

Machine Learning · Computer Science 2020-09-22 S. Ilker Birbil , Mert Edali , Birol Yuceoglu

Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…

Methodology · Statistics 2014-11-19 Andreas Mayr , Harald Binder , Olaf Gefeller , Matthias Schmid

Structured additive distributional copula regression allows to model the joint distribution of multivariate outcomes by relating all distribution parameters to covariates. Estimation via statistical boosting enables accounting for…

Gradient boosting performs exceptionally in most prediction problems and scales well to large datasets. In this paper we prove that a ``lassoed'' gradient boosted tree algorithm with early stopping achieves faster than $n^{-1/4}$ L2…

Machine Learning · Statistics 2023-12-12 Alejandro Schuler , Yi Li , Mark van der Laan

In this paper we introduce a significant improvement to the popular tree-based Stochastic Gradient Boosting algorithm using a wavelet decomposition of the trees. This approach is based on harmonic analysis and approximation theoretical…

Machine Learning · Computer Science 2019-05-06 Shai Dekel , Oren Elisha , Ohad Morgan

We develop a model-based boosting approach for multivariate distributional regression within the framework of generalized additive models for location, scale, and shape. Our approach enables the simultaneous modeling of all distribution…

Methodology · Statistics 2022-07-19 Annika Strömer , Nadja Klein , Christian Staerk , Hannah Klinkhammer , Andreas Mayr

We propose two frameworks to deal with problem settings in which both structured and unstructured data are available. Structured data problems are best solved by traditional machine learning models such as boosting and tree-based…

Machine Learning · Computer Science 2023-03-01 Andrea Treviño Gavito , Diego Klabjan , Jean Utke

Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods to develop full tariff plans built from both the frequency…

Applications · Statistics 2020-03-04 Roel Henckaerts , Marie-Pier Côté , Katrien Antonio , Roel Verbelen

Several studies have shown that combining machine learning models in an appropriate way will introduce improvements in the individual predictions made by the base models. The key to make well-performing ensemble model is in the diversity of…

Machine Learning · Computer Science 2021-03-01 Mohsen Shahhosseini , Guiping Hu

Boosting has garnered significant interest across both machine learning and statistical communities. Traditional boosting algorithms, designed for fully observed random samples, often struggle with real-world problems, particularly with…

Machine Learning · Statistics 2026-02-19 Yuan Bian , Grace Y. Yi , Wenqing He

Boosting Trees are one of the most successful statistical learning approaches that involve sequentially growing an ensemble of simple regression trees (i.e., "weak learners"). However, gradient boosted trees are not yet available for…