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Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…

Machine Learning · Statistics 2019-05-20 Arnaud Joly

Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a…

Machine Learning · Computer Science 2022-11-30 Erwan Fouillen , Claire Boyer , Maxime Sangnier

In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were…

Machine Learning · Computer Science 2023-10-23 Ioannis Nasios , Konstantinos Vogklis

Gradient boosted decision trees are some of the most popular algorithms in applied machine learning. They are a flexible and powerful tool that can robustly fit to any tabular dataset in a scalable and computationally efficient way. One of…

Machine Learning · Computer Science 2023-01-26 Daniel de Marchi , Matthew Welch , Michael Kosorok

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…

Machine Learning · Statistics 2017-11-01 Natalia Ponomareva , Thomas Colthurst , Gilbert Hendry , Salem Haykal , Soroush Radpour

We consider the task of enforcing individual fairness in gradient boosting. Gradient boosting is a popular method for machine learning from tabular data, which arise often in applications where algorithmic fairness is a concern. At a high…

Machine Learning · Computer Science 2021-04-01 Alexander Vargo , Fan Zhang , Mikhail Yurochkin , Yuekai Sun

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

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…

Machine Learning · Statistics 2017-07-26 Rajiv Sambasivan , Sourish Das

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

Combining the merits of both denoising diffusion probabilistic models and gradient boosting, the diffusion boosting paradigm is introduced for tackling supervised learning problems. We develop Diffusion Boosted Trees (DBT), which can be…

Machine Learning · Statistics 2024-06-05 Xizewen Han , Mingyuan Zhou

This paper shows that gradient boosting based on symmetric decision trees can be equivalently reformulated as a kernel method that converges to the solution of a certain Kernel Ridge Regression problem. Thus, we obtain the convergence to a…

Machine Learning · Computer Science 2023-03-14 Aleksei Ustimenko , Artem Beliakov , Liudmila Prokhorenkova

Gradient Boosting Decision Tree (GBDT) are popular machine learning algorithms with implementations such as LightGBM and in popular machine learning toolkits like Scikit-Learn. Many implementations can only produce trees in an offline…

Machine Learning · Statistics 2020-02-06 Chapman Siu

We propose a soft gradient boosting framework for sequential regression that embeds a learnable linear feature transform within the boosting procedure. At each boosting iteration, we train a soft decision tree and learn a linear input…

Machine Learning · Computer Science 2025-09-17 Huseyin Karaca , Suleyman Serdar Kozat

This paper investigates the integration of gradient boosted decision trees and varying coefficient models. We introduce the tree boosted varying coefficient framework which justifies the implementation of decision tree boosting as the…

Methodology · Statistics 2019-04-03 Yichen Zhou , Giles Hooker

In machine learning ensemble methods have demonstrated high accuracy for the variety of problems in different areas. Two notable ensemble methods widely used in practice are gradient boosting and random forests. In this paper we present…

Machine Learning · Statistics 2018-09-24 Alex Rogozhnikov , Tatiana Likhomanenko

Gradient Boosting Machine has proven to be one successful function approximator and has been widely used in a variety of areas. However, since the training procedure of each base learner has to take the sequential order, it is infeasible to…

Machine Learning · Computer Science 2020-06-09 Ji Feng , Yi-Xuan Xu , Yuan Jiang , Zhi-Hua Zhou

Ridge regression is a well established regression estimator which can conveniently be adapted for classification problems. One compelling reason is probably the fact that ridge regression emits a closed-form solution thereby facilitating…

Machine Learning · Computer Science 2020-03-26 Jakramate Bootkrajang

Latent Gaussian models and boosting are widely used techniques in statistics and machine learning. Tree-boosting shows excellent prediction accuracy on many data sets, but potential drawbacks are that it assumes conditional independence of…

Machine Learning · Computer Science 2022-08-24 Fabio Sigrist

Decision Trees (DTs) are commonly used for many machine learning tasks due to their high degree of interpretability. However, learning a DT from data is a difficult optimization problem, as it is non-convex and non-differentiable.…

Machine Learning · Computer Science 2024-08-20 Sascha Marton , Stefan Lüdtke , Christian Bartelt , Heiner Stuckenschmidt

Score-based generative models can effectively learn the distribution of data by estimating the gradient of the distribution. Due to the multi-step denoising characteristic, researchers have recently considered combining score-based…

Machine Learning · Computer Science 2024-12-17 Changyuan Zhao , Hongyang Du , Guangyuan Liu , Dusit Niyato