Related papers: Deep incremental learning models for financial tem…
Tree ensembles such as XGBoost are often preferred for discriminative tasks in mixed-type tabular data, due to their inductive biases, minimal hyperparameter tuning, and training efficiency. We argue that these qualities, when leveraged…
XGBoost, a scalable tree boosting algorithm, has proven effective for many prediction tasks of practical interest, especially using tabular datasets. Hyperparameter tuning can further improve the predictive performance, but unlike neural…
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…
The application of deep learning to non-stationary temporal datasets can lead to overfitted models that underperform under regime changes. In this work, we propose a modular machine learning pipeline for ranking predictions on temporal…
Tabular data is hard to acquire and is subject to missing values. This paper introduces a novel approach for generating and imputing mixed-type (continuous and categorical) tabular data utilizing score-based diffusion and conditional flow…
Despite the rise to dominance of deep learning in unstructured data domains, tree-based methods such as Random Forests (RF) and Gradient Boosted Decision Trees (GBDT) are still the workhorses for handling discriminative tasks on tabular…
Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…
Materials data, especially those related to high-temperature properties, pose significant challenges for machine learning models due to extreme skewness, wide feature ranges, modality, and complex relationships. While traditional models…
Novel machine learning methods for tabular data generation are often developed on small datasets which do not match the scale required for scientific applications. We investigate a recent proposal to use XGBoost as the function approximator…
In a modern power system, real-time data on power generation/consumption and its relevant features are stored in various distributed parties, including household meters, transformer stations and external organizations. To fully exploit the…
In the dynamic landscape of machine learning, where datasets vary widely in size and complexity, selecting the most effective model poses a significant challenge. Rather than fixating on a single model, our research propels the field…
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…
Most real-world classification problems deal with imbalanced datasets, posing a challenge for Artificial Intelligence (AI), i.e., machine learning algorithms, because the minority class, which is of extreme interest, often proves difficult…
In this paper we describe the implementation of semi-structured deep distributional regression, a flexible framework to learn conditional distributions based on the combination of additive regression models and deep networks. Our…
Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…
The privacy-sensitive nature of decentralized datasets and the robustness of eXtreme Gradient Boosting (XGBoost) on tabular data raise the needs to train XGBoost in the context of federated learning (FL). Existing works on federated XGBoost…
This paper introduces a novel adaptive ensemble framework that synergistically combines XGBoost and neural networks through sophisticated meta-learning. The proposed method leverages advanced uncertainty quantification techniques and…
Accurate demand forecasting is critical for brick-and-mortar retailers to optimize inventory management and minimize costs. This study evaluates statistical baselines, tree-based ensembles (XGBoost and LightGBM), and deep learning…
We propose a soft gradient boosting framework for sequential regression that embeds a learnable linear feature transform within the boosting procedure. At each boosting iteration, we train a soft decision tree and learn a linear input…
The use of multiple imputation (MI) is becoming increasingly popular for addressing missing data. Although some conventional MI approaches have been well studied and have shown empirical validity, they have limitations when processing large…