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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…
For regulatory and interpretability reasons, logistic regression is still widely used. To improve prediction accuracy and interpretability, a preprocessing step quantizing both continuous and categorical data is usually performed:…
A key element in solving real-life data science problems is selecting the types of models to use. Tree ensemble models (such as XGBoost) are usually recommended for classification and regression problems with tabular data. However, several…
Economic complexity methods, and in particular relatedness measures, lack a systematic evaluation and comparison framework. We argue that out-of-sample forecast exercises should play this role, and we compare various machine learning models…
Traditional statistical and machine learning methods typically assume that the training and test data follow the same distribution. However, this assumption is frequently violated in real-world applications, where the training data in the…
Recent concept-based interpretable models have succeeded in providing meaningful explanations by pre-defined concept sets. However, the dependency on the pre-defined concepts restricts the application because of the limited number of…
In this paper, we propose a general deep learning training framework XGrad which introduces weight prediction into the popular gradient-based optimizers to boost their convergence and generalization when training the deep neural network…
This paper introduces a novel decision-focused framework for energy storage arbitrage bidding. Inspired by the bidding process for energy storage in electricity markets, we propose a predict-then-bid end-to-end method incorporating the…
Accurate prediction of crop states (e.g., phenology stages and cold hardiness) is essential for timely farm management decisions such as irrigation, fertilization, and canopy management to optimize crop yield and quality. While traditional…
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…
Breast cancer has rapidly increased in prevalence in recent years, making it one of the leading causes of mortality worldwide. Among all cancers, it is by far the most common. Diagnosing this illness manually requires significant time and…
Many applied problems contain signal that becomes clear only after combining multiple raw measurements. Ratios and rates are common examples. In gradient boosted trees, this combination is not an explicit operation: the model must…
Optimal charging of electric vehicle (EVs) depends heavily on reliable sensor measurements from the battery pack to the cloud-controller of the smart charging station. However, an adversary could corrupt the voltage sensor data during…
Multicalibration extends classical calibration by requiring predictions to be unbiased over a rich collection of functions, encompassing both prediction slices and subpopulations. It has emerged as a powerful framework for fairness,…
Food production is a complex process which can benefit from many optimisation approaches. However, there is growing interest in methods that support customisation of food properties to satisfy individual consumer preferences. This paper…
Randomized experiments, or A/B testing, are the gold standard for evaluating interventions, yet they remain underutilized in inventory management. This study addresses this gap by analyzing A/B testing strategies in multi-item, multi-period…
A new implementation of an adiabatically-trained ensemble model is derived that shows significant improvements over classical methods. In particular, empirical results of this new algorithm show that it offers not just higher performance,…
I present an application of established machine learning techniques to NHANES health survey data for predicting diabetes status. I compare baseline models (logistic regression, random forest, XGBoost) with a hybrid approach that uses an…
The method of choice to study one-dimensional strongly interacting many body quantum systems is based on matrix product states and operators. Such method allows to explore the most relevant, and numerically manageable, portion of an…
Black-box global optimization aims at minimizing an objective function whose analytical form is not known. To do so, many state-of-the-art methods rely on sampling-based strategies, where sampling distributions are built in an iterative…