Related papers: Robust Boosting for Regression Problems
Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first…
Multicalibration gradient boosting has recently emerged as a scalable method that empirically produces approximately multicalibrated predictors and has been deployed at web scale. Despite this empirical success, its convergence properties…
Gradient boosted decision trees are a popular machine learning technique, in part because of their ability to give good accuracy with small models. We describe two extensions to the standard tree boosting algorithm designed to increase this…
We propose Booster, a novel accelerator for gradient boosting trees based on the unique characteristics of gradient boosting models. We observe that the dominant steps of gradient boosting training (accounting for 90-98% of training time)…
As data collections become larger, exploratory regression analysis becomes more important but more challenging. When observations are hierarchically clustered the problem is even more challenging because model selection with mixed effect…
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…
We present an oracle-efficient algorithm for boosting the adversarial robustness of barely robust learners. Barely robust learning algorithms learn predictors that are adversarially robust only on a small fraction $\beta \ll 1$ of the data…
We propose a novel boosting approach to multi-class classification problems, in which multiple classes are distinguished by a set of random projection matrices in essence. The approach uses random projections to alleviate the proliferation…
Boosting is one of the most significant developments in machine learning. This paper studies the rate of convergence of $L_2$Boosting, which is tailored for regression, in a high-dimensional setting. Moreover, we introduce so-called…
We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…
Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…
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…
The best subset selection (or "best subsets") estimator is a classic tool for sparse regression, and developments in mathematical optimization over the past decade have made it more computationally tractable than ever. Notwithstanding its…
Due to the increase in data availability in urban and regional studies, various spatial panel models have emerged to model spatial panel data, which exhibit spatial patterns and spatial dependencies between observations across time.…
Boosting is a widely used machine learning approach based on the idea of aggregating weak learning rules. While in statistical learning numerous boosting methods exist both in the realizable and agnostic settings, in online learning they…
Alongside the well-publicized accomplishments of deep neural networks there has emerged an apparent bug in their success on tasks such as object recognition: with deep models trained using vanilla methods, input images can be slightly…
Consideration of the primal and dual problems together leads to important new insights into the characteristics of boosting algorithms. In this work, we propose a general framework that can be used to design new boosting algorithms. A wide…
In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…
We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…
The effectiveness of supervised learning techniques has made them ubiquitous in research and practice. In high-dimensional settings, supervised learning commonly relies on dimensionality reduction to improve performance and identify the…