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Related papers: A Comparative Analysis of XGBoost

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Excellent ranking power along with well calibrated probability estimates are needed in many classification tasks. In this paper, we introduce a technique, Calibrated Boosting-Forest that captures both. This novel technique is an ensemble of…

Machine Learning · Statistics 2017-11-15 Haozhen Wu

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

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

Stochastic Gradient Boosting (SGB) is a widely used approach to regularization of boosting models based on decision trees. It was shown that, in many cases, random sampling at each iteration can lead to better generalization performance of…

Machine Learning · Statistics 2019-10-30 Bulat Ibragimov , Gleb Gusev

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored…

Machine Learning · Computer Science 2021-04-05 Andrey Malinin , Liudmila Prokhorenkova , Aleksei Ustimenko

Often machine learning methods are applied and results reported in cases where there is little to no information concerning accuracy of the output. Simply because a computer program returns a result does not insure its validity. If…

Machine Learning · Statistics 2022-05-25 Jerome H. Friedman

Gradient Boosted Decision Tree (GBDT) is a widely-used machine learning algorithm that has been shown to achieve state-of-the-art results on many standard data science problems. We are interested in its application to multioutput problems…

Machine Learning · Computer Science 2022-11-24 Leonid Iosipoi , Anton Vakhrushev

Ensemble learning is a powerful paradigm that has been usedin the top state-of-the-art machine learning methods like Random Forestsand XGBoost. Inspired by the success of such methods, we have devel-oped a new Genetic Programming method…

Neural and Evolutionary Computing · Computer Science 2020-01-22 Nuno M. Rodrigues , João E. Batista , Sara Silva

A deep-learning-based hybrid strategy for short-term load forecasting is presented. The strategy proposes a novel tree-based ensemble method Warm-start Gradient Tree Boosting (WGTB). Current strategies either ensemble submodels of a single…

Machine Learning · Computer Science 2020-12-08 Yuexin Zhang , Jiahong Wang

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

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

Loan default prediction is one of the most important and critical problems faced by banks and other financial institutions as it has a huge effect on profit. Although many traditional methods exist for mining information about a loan…

Statistical Finance · Quantitative Finance 2020-02-07 Rising Odegua

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…

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

Random forest and deep neural network are two schools of effective classification methods in machine learning. While the random forest is robust irrespective of the data domain, the deep neural network has advantages in handling high…

Machine Learning · Computer Science 2018-06-26 Manqing Dong , Lina Yao , Xianzhi Wang , Boualem Benatallah , Shuai Zhang

Accurately predicting customer churn using large scale time-series data is a common problem facing many business domains. The creation of model features across various time windows for training and testing can be particularly challenging…

Machine Learning · Statistics 2018-02-13 Bryan Gregory

Accurate demand forecasting is critical for brick-and-mortar retailers to optimize inventory management and minimize costs. This study evaluates statistical baselines, tree-based ensembles (XGBoost and LightGBM), and deep learning…

Machine Learning · Computer Science 2026-03-12 Luka Hobor , Mario Brcic , Lidija Polutnik , Ante Kapetanovic

Neural networks have proved to be very robust at processing unstructured data like images, text, videos, and audio. However, it has been observed that their performance is not up to the mark in tabular data; hence tree-based models are…

Machine Learning · Computer Science 2022-04-25 Tushar Sarkar

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

Credit card fraud detection remains a critical challenge in financial security, with machine learning models like XGBoost(eXtreme gradient boosting) emerging as powerful tools for identifying fraudulent transactions. However, the inherent…

Machine Learning · Computer Science 2024-12-11 Siyaxolisa Kabane
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