Related papers: Benchmarking state-of-the-art gradient boosting al…
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…
Boosting algorithms are frequently used in applied data science and in research. To date, the distinction between boosting with either gradient descent or second-order Newton updates is often not made in both applied and methodological…
In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function…
As an adaptive, interpretable, robust, and accurate meta-algorithm for arbitrary differentiable loss functions, gradient tree boosting is one of the most popular machine learning techniques, though the computational expensiveness severely…
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…
Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…
It is already reported in the literature that the performance of a machine learning algorithm is greatly impacted by performing proper Hyper-Parameter optimization. One of the ways to perform Hyper-Parameter optimization is by manual search…
Gradient Boosted Decision Trees (GBDT) is a very successful ensemble learning algorithm widely used across a variety of applications. Recently, several variants of GBDT training algorithms and implementations have been designed and heavily…
This paper presents a computationally efficient variant of gradient boosting for multi-class classification and multi-output regression tasks. Standard gradient boosting uses a 1-vs-all strategy for classifications tasks with more than two…
This paper presents the key algorithmic techniques behind CatBoost, a new gradient boosting toolkit. Their combination leads to CatBoost outperforming other publicly available boosting implementations in terms of quality on a variety of…
Gradient Boosting Machine (GBM) introduced by Friedman is a powerful supervised learning algorithm that is very widely used in practice---it routinely features as a leading algorithm in machine learning competitions such as Kaggle and the…
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…
Gradient tree boosting is a prediction algorithm that sequentially produces a model in the form of linear combinations of decision trees, by solving an infinite-dimensional optimization problem. We combine gradient boosting and Nesterov's…
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…
The gradient boosting machine is a powerful ensemble-based machine learning method for solving regression problems. However, one of the difficulties of its using is a possible discontinuity of the regression function, which arises when…
Artificial intelligence (AI) and machine learning (ML) have become vital to remain competitive for financial services companies around the globe. The two models currently competing for the pole position in credit risk management are deep…
A novel gradient boosting framework is proposed where shallow neural networks are employed as ``weak learners''. General loss functions are considered under this unified framework with specific examples presented for classification,…
Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current…
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…
We propose PathBoost, a gradient tree boosting method for graph-level classification and regression that learns discriminative path-based features directly from the input graph structure. Building on a previous work, which was tailored to a…