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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…
The Jiangmen Underground Neutrino Observatory (JUNO) is a neutrino experiment with a broad physical program. The main goals of JUNO are the determination of the neutrino mass ordering and high precision investigation of neutrino oscillation…
Searching spatial data is an important operation for scientific simulations which are performed mostly with periodic boundary conditions. An R-Tree is a well known tree data structure used to contain spatial objects and it is capable of…
We propose two frameworks to deal with problem settings in which both structured and unstructured data are available. Structured data problems are best solved by traditional machine learning models such as boosting and tree-based…
Causal effect estimation aims at estimating the Average Treatment Effect as well as the Conditional Average Treatment Effect of a treatment to an outcome from the available data. This knowledge is important in many safety-critical domains,…
We propose to use boosted regression trees as a way to compute human-interpretable solutions to reinforcement learning problems. Boosting combines several regression trees to improve their accuracy without significantly reducing their…
Classification and Regression Tree (CART), Random Forest (RF) and Gradient Boosting Tree (GBT) are probably the most popular set of statistical learning methods. However, their statistical consistency can only be proved under very…
Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods to develop full tariff plans built from both the frequency…
Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first…
The problem of adversarial robustness has been studied extensively for neural networks. However, for boosted decision trees and decision stumps there are almost no results, even though they are widely used in practice (e.g. XGBoost) due to…
When data have a hierarchical structure, such as students nested within classrooms, ignoring dependencies between observations can compromise the validity of imputation procedures. Standard tree-based imputation methods implicitly assume…
Capturing complex dependence structures between outcome variables (e.g., study endpoints) is of high relevance in contemporary biomedical data problems and medical research. Distributional copula regression provides a flexible tool to model…
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…
Despite the success of deep learning in computer vision and natural language processing, Gradient Boosted Decision Tree (GBDT) is yet one of the most powerful tools for applications with tabular data such as e-commerce and FinTech. However,…
We introduce Random Feature Representation Boosting (RFRBoost), a novel method for constructing deep residual random feature neural networks (RFNNs) using boosting theory. RFRBoost uses random features at each layer to learn the functional…
Predictions using a combination of decision trees are known to be effective in machine learning. Typical ideas for constructing a combination of decision trees for prediction are bagging and boosting. Bagging independently constructs…
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…
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…
Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…
Gradient-boosted regression trees (GBRTs) are hugely popular for solving tabular regression problems, but provide no estimate of uncertainty. We propose Instance-Based Uncertainty estimation for Gradient-boosted regression trees (IBUG), a…