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Influence estimation analyzes how changes to the training data can lead to different model predictions; this analysis can help us better understand these predictions, the models making those predictions, and the data sets they're trained…

Machine Learning · Computer Science 2023-06-01 Jonathan Brophy , Zayd Hammoudeh , Daniel Lowd

Load-forecasting problems have already been widely addressed with different approaches, granularities and objectives. Recent studies focus not only on deep learning methods but also on forecasting loads on single building level. This study…

Systems and Control · Electrical Eng. & Systems 2020-07-15 Thomas Steens , Jan-Simon Telle , Benedikt Hanke , Karsten von Maydell , Carsten Agert , Gian-Luca di Modica , Bernd Engel , Matthias Grottke

Travel time is a crucial measure in transportation. Accurate travel time prediction is also fundamental for operation and advanced information systems. A variety of solutions exist for short-term travel time predictions such as solutions…

Machine Learning · Computer Science 2022-03-09 Jihed Khiari , Cristina Olaverri-Monreal

This paper presents a novel deep learning architecture for short term load forecasting of building energy loads. The architecture is based on a simple base learner and multiple boosting systems that are modelled as a single deep neural…

Machine Learning · Computer Science 2020-04-17 Tuukka Salmi , Jussi Kiljander , Daniel Pakkala

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

With the insight of variance-bias decomposition, we design a new hybrid bagging-boosting algorithm named SBPMT for classification problems. For the boosting part of SBPMT, we propose a new tree model called Probit Model Tree (PMT) as base…

Machine Learning · Statistics 2023-11-07 Tian Qin , Wei-Min Huang

Gradient Boosting (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the…

Machine Learning · Computer Science 2022-11-08 Michael T. Horrell

Bootstrap aggregating (Bagging) and boosting are two popular ensemble learning approaches, which combine multiple base learners to generate a composite model for more accurate and more reliable performance. They have been widely used in…

Machine Learning · Computer Science 2022-12-07 Changming Zhao , Dongrui Wu , Jian Huang , Ye Yuan , Hai-Tao Zhang , Ruimin Peng , Zhenhua Shi

Fluctuations in the stock market rapidly shape the economic world and consumer markets, impacting millions of individuals. Hence, accurately forecasting it is essential for mitigating risks, including those associated with inactivity.…

Statistical Finance · Quantitative Finance 2025-01-15 Konstantinos-Leonidas Bisdoulis

Modeling heterogeneity on heavy-tailed distributions under a regression framework is challenging, and classical statistical methodologies usually place conditions on the distribution models to facilitate the learning procedure. However,…

Methodology · Statistics 2024-10-29 Jiaxi Wang , Yanxi Hou , Xingchi Li , Tiandong Wang

Gradient boosted decision trees (GBDT) is the leading algorithm for many commercial and academic data applications. We give a deep analysis of this algorithm, especially the histogram technique, which is a basis for the regulized…

Machine Learning · Computer Science 2020-01-28 Yingshi Chen

We introduce WildWood (WW), a new ensemble algorithm for supervised learning of Random Forest (RF) type. While standard RF algorithms use bootstrap out-of-bag samples to compute out-of-bag scores, WW uses these samples to produce improved…

Machine Learning · Computer Science 2023-06-14 Stéphane Gaïffas , Ibrahim Merad , Yiyang Yu

Gradient boosting is widely popular due to its flexibility and predictive accuracy. However, statistical inference and uncertainty quantification for gradient boosting remain challenging and under-explored. We propose a unified framework…

Machine Learning · Statistics 2025-09-30 Haimo Fang , Kevin Tan , Giles Hooker

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

Machine Learning · Statistics 2025-11-04 Mitchell L. Prevett , Francis K. C. Hui , Zhi Yang Tho , A. H. Welsh , Anton H. Westveld

A decision tree is one of the most popular approaches in machine learning fields. However, it suffers from the problem of overfitting caused by overly deepened trees. Then, a meta-tree is recently proposed. It solves the problem of…

Machine Learning · Statistics 2024-02-12 Ryota Maniwa , Naoki Ichijo , Yuta Nakahara , Toshiyasu Matsushima

Two-part models and Tweedie generalized linear models (GLMs) have been used to model loss costs for short-term insurance contract. For most portfolios of insurance claims, there is typically a large proportion of zero claims that leads to…

Applications · Statistics 2020-06-11 Zhiyu Quan , Zhiguo Wang , Guojun Gan , Emiliano A. Valdez

Energy forecasting has a vital role to play in smart grid (SG) systems involving various applications such as demand-side management, load shedding, and optimum dispatch. Managing efficient forecasting while ensuring the least possible…

Machine Learning · Computer Science 2022-05-25 Devinder Kaur , Shama Naz Islam , Md. Apel Mahmud , Md. Enamul Haque , ZhaoYang Dong

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

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

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