Related papers: Sparse-group boosting -- Unbiased group and variab…
In many biomedical problems, data are often heterogeneous, with samples spanning multiple patient subgroups, where different subgroups may have different disease subtypes, stages, or other medical contexts. These subgroups may be related,…
Structured additive distributional copula regression allows to model the joint distribution of multivariate outcomes by relating all distribution parameters to covariates. Estimation via statistical boosting enables accounting for…
Quantifying the uncertainty in penalized regression under group sparsity is an important open question. We establish, under a high-dimensional scaling, the asymptotic validity of a modified parametric bootstrap method for the group lasso,…
Nowadays an increasing amount of data is available and we have to deal with models in high dimension (number of covariates much larger than the sample size). Under sparsity assumption it is reasonable to hope that we can make a good…
A structured variable selection problem is considered in which the covariates, divided into predefined groups, activate according to sparse patterns with few nonzero entries per group. Capitalizing on the concept of atomic norm, a composite…
Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…
This paper investigates the integration of gradient boosted decision trees and varying coefficient models. We introduce the tree boosted varying coefficient framework which justifies the implementation of decision tree boosting as the…
We consider the problems of estimation and selection of parameters endowed with a known group structure, when the groups are assumed to be sign-coherent, that is, gathering either nonnegative, nonpositive or null parameters. To tackle this…
Latent Gaussian models and boosting are widely used techniques in statistics and machine learning. Tree-boosting shows excellent prediction accuracy on many data sets, but potential drawbacks are that it assumes conditional independence of…
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 of regression trees is a competitive procedure for learning predictive models of continuous data that fits the data with an additive non-parametric model. The classic version of gradient boosting assumes that the data is…
Covariance matrices provide a valuable source of information about complex interactions and dependencies within the data. However, from a clustering perspective, this information has often been underutilized and overlooked. Indeed, commonly…
In cancer research, high-throughput profiling has been extensively conducted. In recent studies, the integrative analysis of data on multiple cancer patient groups/subgroups has been conducted. Such analysis has the potential to reveal the…
Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods…
Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or…
Sparse prediction with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm for selection…
Pattern recognition applications often suffer from skewed data distributions between classes, which may vary during operations w.r.t. the design data. Two-class classification systems designed using skewed data tend to recognize the…
Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…
We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner…
Boosting is a key method in statistical learning, allowing for converting weak learners into strong ones. While well studied in the realizable case, the statistical properties of weak-to-strong learning remain less understood in the…