Related papers: Deselection of Base-Learners for Statistical Boost…
Stochastic Gradient Boosting (SGB) is a widely used approach to regularization of boosting models based on decision trees. It was shown that, in many cases, random sampling at each iteration can lead to better generalization performance of…
This paper introduces a novel framework for reducing variable selection bias by balancing selection frequencies of base-learners in boosting and introduces the sgboost package in R, which implements this framework combined with sparse-group…
We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…
Training deep neural networks on large and sparse datasets is still challenging and can require large amounts of computation and memory. In this work, we address the task of performing semantic segmentation on large volumetric data sets,…
We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…
We propose DrBoost, a dense retrieval ensemble inspired by boosting. DrBoost is trained in stages: each component model is learned sequentially and specialized by focusing only on retrieval mistakes made by the current ensemble. The final…
Contamination can severely distort an estimator unless the estimation procedure is suitably robust. This is a well-known issue and has been addressed in Robust Statistics, however, the relation of contamination and distorted variable…
Due to the increase in data availability in urban and regional studies, various spatial panel models have emerged to model spatial panel data, which exhibit spatial patterns and spatial dependencies between observations across time.…
The authors are doing the readers of Statistical Science a true service with a well-written and up-to-date overview of boosting that originated with the seminal algorithms of Freund and Schapire. Equally, we are grateful for high-level…
We study partially linear models in settings where observations are arranged in independent groups but may exhibit within-group dependence. Existing approaches estimate linear model parameters through weighted least squares, with optimal…
Componentwise boosting (CWB), also known as model-based boosting, is a variant of gradient boosting that builds on additive models as base learners to ensure interpretability. CWB is thus often used in research areas where models are…
Boosted decision trees typically yield good accuracy, precision, and ROC area. However, because the outputs from boosting are not well calibrated posterior probabilities, boosting yields poor squared error and cross-entropy. We empirically…
With the rising number of machine learning competitions, the world has witnessed an exciting race for the best algorithms. However, the involved data selection process may fundamentally suffer from evidence ambiguity and concept drift…
Supervised machine learning often operates on the data-driven paradigm, wherein internal model parameters are autonomously optimized to converge predicted outputs with the ground truth, devoid of explicitly programming rules or a priori…
Reducing reinforcement learning to supervised learning is a well-studied and effective approach that leverages the benefits of compact function approximation to deal with large-scale Markov decision processes. Independently, the boosting…
Extreme quantile regression provides estimates of conditional quantiles outside the range of the data. Classical quantile regression performs poorly in such cases since data in the tail region are too scarce. Extreme value theory is used…
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…
In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function…
Statistic modeling and data-driven learning are the two vital fields that attract many attentions. Statistic models intend to capture and interpret the relationships among variables, while data-based learning attempt to extract information…
Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…