Related papers: A Comparative Analysis of XGBoost
In this paper we propose using the principle of boosting to reduce the bias of a random forest prediction in the regression setting. From the original random forest fit we extract the residuals and then fit another random forest to these…
One of the common hazards and issues in meteorology and agriculture is the problem of frost, chilling or freezing. This event occurs when the minimum ambient temperature falls below a certain value. This phenomenon causes a lot of damage to…
Boosting is one of the most significant advances in machine learning for classification and regression. In its original and computationally flexible version, boosting seeks to minimize empirically a loss function in a greedy fashion. The…
This paper details the approach of the team $\textit{Kohrrelation}$ in the 2021 Extreme Value Analysis data challenge, dealing with the prediction of wildfire counts and sizes over the contiguous US. Our approach uses ideas from…
We present a robust deep incremental learning framework for regression tasks on financial temporal tabular datasets which is built upon the incremental use of commonly available tabular and time series prediction models to adapt to…
Uplift modeling comprises a collection of machine learning techniques designed for managers to predict the incremental impact of specific actions on customer outcomes. However, accurately estimating this incremental impact poses significant…
Predicting human decisions under risk and uncertainty remains a fundamental challenge across disciplines. Existing models often struggle even in highly stylized tasks like choice between lotteries. We introduce BEAST Gradient Boosting…
We present a new variable selection method based on model-based gradient boosting and randomly permuted variables. Model-based boosting is a tool to fit a statistical model while performing variable selection at the same time. A drawback of…
This paper introduces OGBoost, a scikit-learn-compatible Python package for ordinal regression using gradient boosting. Ordinal variables (e.g., rating scales, quality assessments) lie between nominal and continuous data, necessitating…
ProBoost, a new boosting algorithm for probabilistic classifiers, is proposed in this work. This algorithm uses the epistemic uncertainty of each training sample to determine the most challenging/uncertain ones; the relevance of these…
We introduce a novel boosting algorithm called `KTBoost' which combines kernel boosting and tree boosting. In each boosting iteration, the algorithm adds either a regression tree or reproducing kernel Hilbert space (RKHS) regression…
The technique of combining multiple votes to enhance the quality of a decision is the core of boosting algorithms in machine learning. In particular, boosting provably increases decision quality by combining multiple weak…
Although dominant for tabular data, ML libraries that train tree models over normalized databases (e.g., LightGBM, XGBoost) require the data to be denormalized as a single table, materialized, and exported. This process is not scalable,…
The induction of additional randomness in parallel and sequential ensemble methods has proven to be worthwhile in many aspects. In this manuscript, we propose and examine a novel random tree depth injection approach suitable for sequential…
Pattern recognition applications often suffer from skewed data distributions between classes, which may vary during operations w.r.t. the design data. Two-class classification systems designed using skewed data tend to recognize the…
The accuracy of digital elevation models (DEMs) in urban areas is influenced by numerous factors including land cover and terrain irregularities. Moreover, building artifacts in global DEMs cause artificial blocking of surface flow…
Site-specific weather forecasts are essential to accurate prediction of power demand and are consequently of great interest to energy operators. However, weather forecasts from current numerical weather prediction (NWP) models lack the…
Bayesian additive regression trees (BART) (Chipman et. al., 2010) is a powerful predictive model that often outperforms alternative models at out-of-sample prediction. BART is especially well-suited to settings with unstructured predictor…
Given an increasingly volatile climate, the relationship between weather and transit ridership has drawn increasing interest. However, challenges stemming from spatio-temporal dependency and non-stationarity have not been fully addressed in…
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…