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Related papers: Infinitesimal gradient boosting

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Infinitesimal gradient boosting (Dombry and Duchamps, 2021) is defined as the vanishing-learning-rate limit of the popular tree-based gradient boosting algorithm from machine learning. It is characterized as the solution of a nonlinear…

Machine Learning · Statistics 2023-07-13 Clement Dombry , Jean-Jil Duchamps

Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…

Statistics Theory · Mathematics 2017-07-18 Gérard Biau , Benoît Cadre

The gradient boosting machine is a powerful ensemble-based machine learning method for solving regression problems. However, one of the difficulties of its using is a possible discontinuity of the regression function, which arises when…

Machine Learning · Computer Science 2020-06-22 Andrei V. Konstantinov , Lev V. Utkin

We investigate the asymptotic behaviour of gradient boosting algorithms when the learning rate converges to zero and the number of iterations is rescaled accordingly. We mostly consider L2-boosting for regression with linear base learner as…

Machine Learning · Statistics 2021-01-01 Clément Dombry , Youssef Esstafa

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

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

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…

Machine Learning · Statistics 2019-05-21 Arnaud Joly , Louis Wehenkel , Pierre Geurts

Gradient tree boosting is a prediction algorithm that sequentially produces a model in the form of linear combinations of decision trees, by solving an infinite-dimensional optimization problem. We combine gradient boosting and Nesterov's…

Machine Learning · Statistics 2018-03-07 Gérard Biau , Benoît Cadre , Laurent Rouvìère

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

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…

Methodology · Statistics 2020-11-03 Colin Griesbach , Benjamin Säfken , Elisabeth Waldmann

This paper presents a novel technique based on gradient boosting to train the final layers of a neural network (NN). Gradient boosting is an additive expansion algorithm in which a series of models are trained sequentially to approximate a…

Machine Learning · Computer Science 2023-05-05 Seyedsaman Emami , Gonzalo Martínez-Muñoz

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

This paper examines a novel gradient boosting framework for regression. We regularize gradient boosted trees by introducing subsampling and employ a modified shrinkage algorithm so that at every boosting stage the estimate is given by an…

Methodology · Statistics 2019-09-16 Yichen Zhou , Giles Hooker

Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…

Methodology · Statistics 2020-08-11 Xiaomeng Ju , Matías Salibián-Barrera

Boosting is a popular ensemble algorithm that generates more powerful learners by linearly combining base models from a simpler hypothesis class. In this work, we investigate the problem of adapting batch gradient boosting for minimizing…

Machine Learning · Computer Science 2017-03-02 Hanzhang Hu , Wen Sun , Arun Venkatraman , Martial Hebert , J. Andrew Bagnell

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

Gradient boosting, a method of building additive ensembles from weak learners, has established itself as a practical and theoretically-motivated approach to approximate functions, especially using decision tree weak learners. Comparable…

Machine Learning · Computer Science 2026-03-26 Abhijit Chowdhary , Elizabeth Newman , Deepanshu Verma

Boosting is a learning scheme that combines weak prediction rules to produce a strong composite estimator, with the underlying intuition that one can obtain accurate prediction rules by combining "rough" ones. Although boosting is proved to…

Machine Learning · Computer Science 2015-05-07 Shaobo Lin , Yao Wang , Lin Xu

We extend the theory of boosting for regression problems to the online learning setting. Generalizing from the batch setting for boosting, the notion of a weak learning algorithm is modeled as an online learning algorithm with linear loss…

Machine Learning · Computer Science 2015-11-03 Alina Beygelzimer , Elad Hazan , Satyen Kale , Haipeng Luo

A novel gradient boosting framework is proposed where shallow neural networks are employed as ``weak learners''. General loss functions are considered under this unified framework with specific examples presented for classification,…

Machine Learning · Computer Science 2020-06-16 Sarkhan Badirli , Xuanqing Liu , Zhengming Xing , Avradeep Bhowmik , Khoa Doan , Sathiya S. Keerthi
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