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Deep tabular models have demonstrated remarkable success on i.i.d. data, excelling in a variety of structured data tasks. However, their performance often deteriorates under temporal distribution shifts, where trends and periodic patterns…
Every year, millions of patients pass through emergency departments and intensive care units, where clinicians must make high-stakes decisions under time pressure and uncertainty. Machine learning could support prediction of deterioration,…
More often than not in benchmark supervised ML, tabular data is flat, i.e. consists of a single $m \times d$ (rows, columns) file, but cases abound in the real world where observations are described by a set of tables with structural…
We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our approach is useful for a decision making that depends on…
Differentiable forest is an ensemble of decision trees with full differentiability. Its simple tree structure is easy to use and explain. With full differentiability, it would be trained in the end-to-end learning framework with…
Current implementations of Gradient Boosting Machines are mostly designed for single-target regression tasks and commonly assume independence between responses when used in multivariate settings. As such, these models are not well suited if…
The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…
Gradient-boosted decision trees are among the strongest off-the-shelf predictors for tabular regression, but point predictions alone do not quantify uncertainty. Conformal prediction provides distribution-free marginal coverage, yet split…
Causal effect estimation aims at estimating the Average Treatment Effect as well as the Conditional Average Treatment Effect of a treatment to an outcome from the available data. This knowledge is important in many safety-critical domains,…
Boosting is a popular algorithm in supervised machine learning with wide applications in regression and classification problems. It combines weak learners, such as regression trees, to obtain accurate predictions. However, in the presence…
XGBoost is one of the most widely used machine learning models in the industry due to its superior learning accuracy and efficiency. Targeting at data isolation issues in the big data problems, it is crucial to deploy a secure and efficient…
Tree boosting is a highly effective and widely used machine learning method. In this paper, we describe a scalable end-to-end tree boosting system called XGBoost, which is used widely by data scientists to achieve state-of-the-art results…
Gradient boosting remains a strong and widely used method for tabular data learning, but its performance often degrades when training labels are noisy. This behavior is largely related to the way boosting algorithms emphasize samples with…
We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…
Accurate prediction with multimodal data-encompassing tabular, textual, and visual inputs or outputs-is fundamental to advancing analytics in diverse application domains. Traditional approaches often struggle to integrate heterogeneous data…
Combining the merits of both denoising diffusion probabilistic models and gradient boosting, the diffusion boosting paradigm is introduced for tackling supervised learning problems. We develop Diffusion Boosted Trees (DBT), which can be…
Survival regression is used to estimate the relation between time-to-event and feature variables, and is important in application domains such as medicine, marketing, risk management and sales management. Nonlinear tree based machine…
Traffic forecasting is vital for Intelligent Transportation Systems, for which Machine Learning (ML) methods have been extensively explored to develop data-driven Artificial Intelligence (AI) solutions. Recent research focuses on modelling…
Model-based reinforcement learning attempts to use an available or learned model to improve the data efficiency of reinforcement learning. This work proposes a one-step lookback approach that jointly learns the deep incremental model and…
Data augmentation plays a pivotal role in enhancing and diversifying training data. Nonetheless, consistently improving model performance in varied learning scenarios, especially those with inherent data biases, remains challenging. To…