Related papers: Quantile Extreme Gradient Boosting for Uncertainty…

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of…

The economic and banking importance of the small and medium enterprise (SME) sector is well recognized in contemporary society. Business credit loans are very important for the operation of SMEs, and the revenue is a key indicator of credit…

Many single-target regression problems require estimates of uncertainty along with the point predictions. Probabilistic regression algorithms are well-suited for these tasks. However, the options are much more limited when the prediction…

On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and…

In the pharmaceutical industry, where it is common to generate many QSAR models with large numbers of molecules and descriptors, the best QSAR methods are those that can generate the most accurate predictions but that are also insensitive…

XGBoost is a scalable ensemble technique based on gradient boosting that has demonstrated to be a reliable and efficient machine learning challenge solver. This work proposes a practical analysis of how this novel technique works in terms…

Several machine learning frameworks for augmenting turbulence closure models have been recently proposed. However, the generalizability of an augmented turbulence model remains an open question. We investigate this question by…

Data-driven weather forecast based on machine learning (ML) has experienced rapid development and demonstrated superior performance in the global medium-range forecast compared to traditional physics-based dynamical models. However, most of…

Evaluating uncertainty is critical for reliable use of Mobile Laser Scanning (MLS) point clouds in many high-precision applications such as Scan-to-BIM, deformation analysis, and 3D modeling. However, obtaining the ground truth (GT) for…

Corporate insiders have control of material non-public preferential information (MNPI). Occasionally, the insiders strategically bypass legal and regulatory safeguards to exploit MNPI in their execution of securities trading. Due to a large…

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored…

Site-specific weather forecasts are essential to accurate prediction of power demand and are consequently of great interest to energy operators. However, weather forecasts from current numerical weather prediction (NWP) models lack the…

Accurate prediction of crop yield before harvest is of great importance for crop logistics, market planning, and food distribution around the world. Yield prediction requires monitoring of phenological and climatic characteristics over…

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…

Gradient Boosting (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the…

Reliability of machine learning (ML) systems is crucial in safety-critical applications such as healthcare, and uncertainty estimation is a widely researched method to highlight the confidence of ML systems in deployment. Sequential and…

We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models…

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…

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…

Gradient boosting for decision tree algorithms are increasingly used in actuarial applications as they show superior predictive performance over traditional generalised linear models. Many enhancements to the first gradient boosting machine…