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Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient…

Methodology · Statistics 2019-12-16 Colin Griesbach , Andreas Groll , Elisabeth Waldmann

For various optimization methods, gradient descent-based algorithms can achieve outstanding performance and have been widely used in various tasks. Among those commonly used algorithms, ADAM owns many advantages such as fast convergence…

Neural and Evolutionary Computing · Computer Science 2021-05-05 Jiyang Bai , Yuxiang Ren , Jiawei Zhang

Progress in probabilistic generative models has accelerated, developing richer models with neural architectures, implicit densities, and with scalable algorithms for their Bayesian inference. However, there has been limited progress in…

Machine Learning · Statistics 2017-10-31 Dustin Tran , David M. Blei

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

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

Cross-study replicability is a powerful model evaluation criterion that emphasizes generalizability of predictions. When training cross-study replicable prediction models, it is critical to decide between merging and treating the studies…

Machine Learning · Statistics 2022-07-14 Cathy Shyr , Pragya Sur , Giovanni Parmigiani , Prasad Patil

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

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored…

Machine Learning · Computer Science 2021-04-05 Andrey Malinin , Liudmila Prokhorenkova , Aleksei Ustimenko

With recent advancements in the development of artificial intelligence applications using theories and algorithms in machine learning, many accurate models can be created to train and predict on given datasets. With the realization of the…

Machine Learning · Computer Science 2024-03-29 Pei Xi , Lin

We present a new procedure for enhanced variable selection for component-wise gradient boosting. Statistical boosting is a computational approach that emerged from machine learning, which allows to fit regression models in the presence of…

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

Many single-target regression problems require estimates of uncertainty along with the point predictions. Probabilistic regression algorithms are well-suited for these tasks. However, the options are much more limited when the prediction…

Machine Learning · Statistics 2021-06-08 Michael O'Malley , Adam M. Sykulski , Rick Lumpkin , Alejandro Schuler

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

Machine learning algorithms are growing increasingly popular in particle physics analyses, where they are used for their ability to solve difficult classification and regression problems. While the tools are very powerful, they may often be…

High Energy Physics - Phenomenology · Physics 2022-05-26 Alan S. Cornell , Wesley Doorsamy , Benjamin Fuks , Gerhard Harmsen , Lara Mason

We propose PathBoost, a gradient tree boosting method for graph-level classification and regression that learns discriminative path-based features directly from the input graph structure. Building on a previous work, which was tailored to a…

Machine Learning · Computer Science 2026-05-12 Claudio Meggio , Johan Pensar , Riccardo De Bin

There are two primary ways of incorporating new information into a language model (LM): changing its prompt or changing its parameters, e.g. via fine-tuning. Parameter updates incur no long-term storage cost for model changes. However, for…

Computation and Language · Computer Science 2025-06-27 Eric Zhang , Leshem Choshen , Jacob Andreas

We develop a model-based boosting approach for multivariate distributional regression within the framework of generalized additive models for location, scale, and shape. Our approach enables the simultaneous modeling of all distribution…

Methodology · Statistics 2022-07-19 Annika Strömer , Nadja Klein , Christian Staerk , Hannah Klinkhammer , Andreas Mayr

Automatic machine learning performs predictive modeling with high performing machine learning tools without human interference. This is achieved by making machine learning applications parameter-free, i.e. only a dataset is provided while…

Machine Learning · Statistics 2018-07-16 Janek Thomas , Stefan Coors , Bernd Bischl

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…

Machine Learning · Computer Science 2022-08-23 Lorenzo Nespoli , Vasco Medici

Model-based component-wise gradient boosting is a popular tool for data-driven variable selection. In order to improve its prediction and selection qualities even further, several modifications of the original algorithm have been developed,…

Methodology · Statistics 2023-02-28 Sophie Potts , Elisabeth Bergherr , Constantin Reinke , Colin Griesbach