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Improving existing widely-adopted prediction models is often a more efficient and robust way towards progress than training new models from scratch. Existing models may (a) incorporate complex mechanistic knowledge, (b) leverage proprietary…
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…
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)…
Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well…
We propose two algorithms for interpretation and boosting of tree-based ensemble methods. Both algorithms make use of mathematical programming models that are constructed with a set of rules extracted from an ensemble of decision trees. The…
This paper examines the use of a residual bootstrap for bias correction in machine learning regression methods. Accounting for bias is an important obstacle in recent efforts to develop statistical inference for machine learning methods. We…
Machine learning tools are commonly used in modern high energy physics (HEP) experiments. Different models, such as boosted decision trees (BDT) and artificial neural networks (ANN), are widely used in analyses and even in the software…
Gradient boosting performs exceptionally in most prediction problems and scales well to large datasets. In this paper we prove that a ``lassoed'' gradient boosted tree algorithm with early stopping achieves faster than $n^{-1/4}$ L2…
Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are…
We discuss a boosting approach for the Ridge Regression (RR) method, with applications to the Extreme Learning Machine (ELM), and we show that the proposed method significantly improves the classification performance and robustness of ELMs.
Decision trees and randomized forests are widely used in computer vision and machine learning. Standard algorithms for decision tree induction optimize the split functions one node at a time according to some splitting criteria. This greedy…
To understand how well a large language model captures certain semantic or syntactic features, researchers typically apply probing classifiers. However, the accuracy of these classifiers is critical for the correct interpretation of the…
We present an algorithm for classification tasks on big data. Experiments conducted as part of this study indicate that the algorithm can be as accurate as ensemble methods such as random forests or gradient boosted trees. Unlike ensemble…
Tree-boosting is a widely used machine learning technique for tabular data. However, its out-of-sample accuracy is critically dependent on multiple hyperparameters. In this article, we empirically compare several popular methods for…
Gradient Boosting Decision Tree (GBDT) is one of the most popular machine learning models in various applications. However, in the traditional settings, all data should be simultaneously accessed in the training procedure: it does not allow…
Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…
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…
Explainable boosting machines (EBMs) are popular "glass-box" models that learn a set of univariate functions using boosting trees. These achieve explainability through visualizations of each feature's effect. However, unlike linear model…
Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical…
We investigate boosted online regression and propose a novel family of regression algorithms with strong theoretical bounds. In addition, we implement several variants of the proposed generic algorithm. We specifically provide theoretical…