Related papers: Variational Boosted Soft Trees
Fair classification has become an important topic in machine learning research. While most bias mitigation strategies focus on neural networks, we noticed a lack of work on fair classifiers based on decision trees even though they have…
Decision trees are ubiquitous in machine learning for their ease of use and interpretability. Yet, these models are not typically employed in reinforcement learning as they cannot be updated online via stochastic gradient descent. We…
Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical…
Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…
Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…
Boosted decision trees enjoy popularity in a variety of applications; however, for large-scale datasets, the cost of training a decision tree in each round can be prohibitively expensive. Inspired by ideas from the multi-arm bandit…
Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…
Tree ensemble algorithms as RandomForest and GradientBoosting are currently the dominant methods for modeling discrete or tabular data, however, they are unable to perform a hierarchical representation learning from raw data as…
Machine learning algorithms are growing increasingly popular in particle physics analyses, where they are used for their ability to solve difficult classification and regression problems. While the tools are very powerful, they may often be…
There is great demand for scalable, secure, and efficient privacy-preserving machine learning models that can be trained over distributed data. While deep learning models typically achieve the best results in a centralized non-secure…
Using ensemble methods for regression has been a large success in obtaining high-accuracy prediction. Examples are Bagging, Random forest, Boosting, BART (Bayesian additive regression tree), and their variants. In this paper, we propose a…
Decision tree ensembles are widely used and competitive learning models. Despite their success, popular toolkits for learning tree ensembles have limited modeling capabilities. For instance, these toolkits support a limited number of loss…
Gradient Boosting Machine (GBM) is an extremely powerful supervised learning algorithm that is widely used in practice. GBM routinely features as a leading algorithm in machine learning competitions such as Kaggle and the KDDCup. In this…
The property and casualty (P&C) insurance industry faces challenges in developing claim predictive models due to the highly right-skewed distribution of positive claims with excess zeros. To address this, actuarial science researchers have…
In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…
We propose a robust variant of boosting forest to the various adversarial defense methods, and apply it to enhance the robustness of the deep neural network. We retain the deep network architecture, weights, and middle layer features, then…
Gradient Boosted Decision Tree (GBDT) is a widely-used machine learning algorithm that has been shown to achieve state-of-the-art results on many standard data science problems. We are interested in its application to multioutput problems…
High-cardinality categorical variables are variables for which the number of different levels is large relative to the sample size of a data set, or in other words, there are few data points per level. Machine learning methods can have…
This work explores the use of gradient boosting in the context of classification. Four popular implementations, including original GBM algorithm and selected state-of-the-art gradient boosting frameworks (i.e. XGBoost, LightGBM and…
Gradient boosting methods based on Structured Categorical Decision Trees (SCDT) have been demonstrated to outperform numerical and one-hot-encodings on problems where the categorical variable has a known underlying structure. However, the…