Related papers: An information criterion for automatic gradient tr…
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…
We present a robust deep incremental learning framework for regression tasks on financial temporal tabular datasets which is built upon the incremental use of commonly available tabular and time series prediction models to adapt to…
In learning to rank area, industry-level applications have been dominated by gradient boosting framework, which fits a tree using least square error principle. While in classification area, another tree fitting principle, weighted least…
We propose a tree-based algorithm for classification and regression problems in the context of functional data analysis, which allows to leverage representation learning and multiple splitting rules at the node level, reducing…
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…
In recent years, Machine Learning algorithms, in particular supervised learning techniques, have been shown to be very effective in solving regression problems. We compare the performance of a newly proposed regression algorithm against…
Boosted decision trees are a very powerful machine learning technique. After introducing specific concepts of machine learning in the high-energy physics context and describing ways to quantify the performance and training quality of…
Reinforcement learning has emerged as an effective paradigm for training large language models to perform search-augmented reasoning. However, existing approaches rely on trajectory-level rewards that cannot distinguish precise search…
The property and casualty (P&C) insurance industry faces challenges in developing claim predictive models due to the highly right-skewed distribution of positive claims with excess zeros. To address this, actuarial science researchers have…
We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…
Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of…
We address the problem of finding influential training samples for a particular case of tree ensemble-based models, e.g., Random Forest (RF) or Gradient Boosted Decision Trees (GBDT). A natural way of formalizing this problem is studying…
Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…
When genetic algorithms are used to evolve decision trees, key tree quality parameters can be recursively computed and re-used across generations of partially similar decision trees. Simply storing instance indices at leaves is enough for…
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…
We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models…
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…
In order to speed-up classification models when facing a large number of categories, one usual approach consists in organizing the categories in a particular structure, this structure being then used as a way to speed-up the prediction…
We describe Information Forests, an approach to classification that generalizes Random Forests by replacing the splitting criterion of non-leaf nodes from a discriminative one -- based on the entropy of the label distribution -- to a…
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…