Related papers: An information criterion for automatic gradient tr…
We develop a tree boosting algorithm for collider measurements of multiple Wilson coefficients in effective field theories describing phenomena beyond the standard model of particle physics. The design of the discriminant exploits per-event…
We present a new tree boosting algorithm designed for the measurement of parameters in the context of effective field theory (EFT). To construct the algorithm, we interpret the optimized loss function of a traditional decision tree as the…
The XGBoost method has many advantages and is especially suitable for statistical analysis of big data, but its loss function is limited to convex functions. In many specific applications, a nonconvex loss function would be preferable. In…
Ensembles of classification and regression trees remain popular machine learning methods because they define flexible non-parametric models that predict well and are computationally efficient both during training and testing. During…
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…
We define infinitesimal gradient boosting as a limit of the popular tree-based gradient boosting algorithm from machine learning. The limit is considered in the vanishing-learning-rate asymptotic, that is when the learning rate tends to…
Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current…
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…
Gradient Boosted Decision Trees (GBDT) is a very successful ensemble learning algorithm widely used across a variety of applications. Recently, several variants of GBDT training algorithms and implementations have been designed and heavily…
Gradient boosting for decision tree algorithms are increasingly used in actuarial applications as they show superior predictive performance over traditional generalised linear models. Many enhancements to the first gradient boosting machine…
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…
Tabular data is hard to acquire and is subject to missing values. This paper introduces a novel approach for generating and imputing mixed-type (continuous and categorical) tabular data utilizing score-based diffusion and conditional flow…
Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…
We consider the problem of learning a forest of nonlinear decision rules with general loss functions. The standard methods employ boosted decision trees such as Adaboost for exponential loss and Friedman's gradient boosting for general…
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…
Random Forests have been one of the most popular bagging methods in the past few decades, especially due to their success at handling tabular datasets. They have been extensively studied and compared to boosting models, like XGBoost, which…
Despite the rise to dominance of deep learning in unstructured data domains, tree-based methods such as Random Forests (RF) and Gradient Boosted Decision Trees (GBDT) are still the workhorses for handling discriminative tasks on tabular…
We present an algorithm for learning decision trees using stochastic gradient information as the source of supervision. In contrast to previous approaches to gradient-based tree learning, our method operates in the incremental learning…
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…
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…