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XGBoost is a scalable ensemble technique based on gradient boosting that has demonstrated to be a reliable and efficient machine learning challenge solver. This work proposes a practical analysis of how this novel technique works in terms…

Machine Learning · Computer Science 2023-05-05 Candice Bentéjac , Anna Csörgő , Gonzalo Martínez-Muñoz

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 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

Data-driven weather forecast based on machine learning (ML) has experienced rapid development and demonstrated superior performance in the global medium-range forecast compared to traditional physics-based dynamical models. However, most of…

Machine Learning · Computer Science 2024-08-19 Wanghan Xu , Kang Chen , Tao Han , Hao Chen , Wanli Ouyang , Lei Bai

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…

Data Analysis, Statistics and Probability · Physics 2022-06-22 Yann Coadou

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

Over the past decade, the number of wildfire has increased significantly around the world, especially in the State of California. The high-level concentration of greenhouse gas (GHG) emitted by wildfires aggravates global warming that…

Machine Learning · Computer Science 2021-08-23 Sifat Chowdhury , Kai Zhu , Yu Zhang

Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…

Machine Learning · Statistics 2019-08-28 Tim Coleman , Kimberly Kaufeld , Mary Frances Dorn , Lucas Mentch

Historically, the economic recession often came abruptly and disastrously. For instance, during the 2008 financial crisis, the SP 500 fell 46 percent from October 2007 to March 2009. If we could detect the signals of the crisis earlier, we…

Statistical Finance · Quantitative Finance 2024-01-15 Yue Chen , Xingyi Andrew , Salintip Supasanya

We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates. Our likelihood-based approach…

Machine Learning · Statistics 2022-04-05 Alexander März , Thomas Kneib

Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient…

Machine Learning · Statistics 2015-06-24 Gergo Barta , Gyula Borbely , Gabor Nagy , Sandor Kazi , Tamas Henk

Convolutional Neural Networks (CNNs) have proven instrumental across various computer science domains, enabling advancements in object detection, classification, and anomaly detection. This paper explores the application of CNNs to analyze…

Machine Learning · Computer Science 2024-03-20 Spiros Maggioros , Nikos Tsalkitzis

Machine learning is vital in high-stakes domains, yet conventional validation methods rely on averaging metrics like mean squared error (MSE) or mean absolute error (MAE), which fail to quantify extreme errors. Worst-case prediction…

Machine Learning · Computer Science 2025-04-01 Umberto Michelucci , Francesca Venturini

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…

High Energy Physics - Phenomenology · Physics 2022-05-27 Suman Chatterjee , Stefan Rohshap , Robert Schöfbeck , Dennis Schwarz

This paper tackles the problem of mitigating catastrophic risk (which is risk with very low frequency but very high severity) in the context of a sequential decision making process. This problem is particularly challenging due to the…

Machine Learning · Computer Science 2024-07-01 Parisa Davar , Frédéric Godin , Jose Garrido

We introduce a novel way to combine boosting with Gaussian process and mixed effects models. This allows for relaxing, first, the zero or linearity assumption for the prior mean function in Gaussian process and grouped random effects models…

Machine Learning · Computer Science 2024-11-06 Fabio Sigrist

In this article we propose a boosting algorithm for regression with functional explanatory variables and scalar responses. The algorithm uses decision trees constructed with multiple projections as the "base-learners", which we call…

Methodology · Statistics 2023-04-07 Xiaomeng Ju , Matías Salibián-Barrera

Random forest and deep neural network are two schools of effective classification methods in machine learning. While the random forest is robust irrespective of the data domain, the deep neural network has advantages in handling high…

Machine Learning · Computer Science 2018-06-26 Manqing Dong , Lina Yao , Xianzhi Wang , Boualem Benatallah , Shuai Zhang

Understanding how "black-box" models arrive at their predictions has sparked significant interest from both within and outside the AI community. Our work focuses on doing this by generating local explanations about individual predictions…

Machine Learning · Computer Science 2019-07-08 Ana Lucic , Hinda Haned , Maarten de Rijke

This paper presents a computationally efficient variant of gradient boosting for multi-class classification and multi-output regression tasks. Standard gradient boosting uses a 1-vs-all strategy for classifications tasks with more than two…

Machine Learning · Computer Science 2024-07-25 Seyedsaman Emami , Gonzalo Martínez-Muñoz