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We describe the multi-GPU gradient boosting algorithm implemented in the XGBoost library (https://github.com/dmlc/xgboost). Our algorithm allows fast, scalable training on multi-GPU systems with all of the features of the XGBoost library.…

Machine Learning · Computer Science 2018-07-02 Rory Mitchell , Andrey Adinets , Thejaswi Rao , Eibe Frank

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…

Machine Learning · Computer Science 2021-11-16 Sanyam Kapoor , Valerio Perrone

We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…

Machine Learning · Statistics 2020-02-04 Duzhe Wang , Haoda Fu , Po-Ling Loh

In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were…

Machine Learning · Computer Science 2023-10-23 Ioannis Nasios , Konstantinos Vogklis

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…

Machine Learning · Statistics 2020-07-10 Brian Lucena

Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are…

Machine Learning · Statistics 2017-04-18 Chendi Huang , Xinwei Sun , Jiechao Xiong , Yuan Yao

The Graph Neural Network (GNN) has been widely used for graph data representation. However, the existing researches only consider the ideal balanced dataset, and the imbalanced dataset is rarely considered. Traditional methods such as…

Machine Learning · Computer Science 2022-05-10 S. Shi , Kai Qiao , Shuai Yang , L. Wang , J. Chen , Bin Yan

In multi-label classification, where a single example may be associated with several class labels at the same time, the ability to model dependencies between labels is considered crucial to effectively optimize non-decomposable evaluation…

Machine Learning · Computer Science 2021-06-23 Michael Rapp , Eneldo Loza Mencía , Johannes Fürnkranz , Eyke Hüllermeier

Medical diagnosis is a crucial task in the medical field, in terms of providing accurate classification and respective treatments. Having near-precise decisions based on correct diagnosis can affect a patient's life itself, and may…

Machine Learning · Computer Science 2025-08-27 A. Yarkın Yıldız , Asli Kalayci

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…

Machine Learning · Computer Science 2025-04-21 João Bravo

Graph neural networks (GNNs) are powerful models that have been successful in various graph representation learning tasks. Whereas gradient boosted decision trees (GBDT) often outperform other machine learning methods when faced with…

Machine Learning · Computer Science 2021-04-01 Sergei Ivanov , Liudmila Prokhorenkova

In machine learning ensemble methods have demonstrated high accuracy for the variety of problems in different areas. Two notable ensemble methods widely used in practice are gradient boosting and random forests. In this paper we present…

Machine Learning · Statistics 2018-09-24 Alex Rogozhnikov , Tatiana Likhomanenko

Gradient boosting, a method of building additive ensembles from weak learners, has established itself as a practical and theoretically-motivated approach to approximate functions, especially using decision tree weak learners. Comparable…

Machine Learning · Computer Science 2026-03-26 Abhijit Chowdhary , Elizabeth Newman , Deepanshu Verma

In this paper, we propose a gradient boosting algorithm for large-scale regression problems called \textit{Gradient Boosted Binary Histogram Ensemble} (GBBHE) based on binary histogram partition and ensemble learning. From the theoretical…

Machine Learning · Statistics 2021-06-04 Hanyuan Hang , Tao Huang , Yuchao Cai , Hanfang Yang , Zhouchen Lin

In this paper we introduce a significant improvement to the popular tree-based Stochastic Gradient Boosting algorithm using a wavelet decomposition of the trees. This approach is based on harmonic analysis and approximation theoretical…

Machine Learning · Computer Science 2019-05-06 Shai Dekel , Oren Elisha , Ohad Morgan

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

Machine Learning · Computer Science 2023-02-23 Tristan Cinquin , Tammo Rukat , Philipp Schmidt , Martin Wistuba , Artur Bekasov

Gradient Boosting Machines (GBM) are among the go-to algorithms on tabular data, which produce state of the art results in many prediction tasks. Despite its popularity, the GBM framework suffers from a fundamental flaw in its base…

Machine Learning · Computer Science 2021-09-14 Afek Ilay Adler , Amichai Painsky

In recent years, we have witnessed the rise of deep learning. Deep neural networks have proved their success in many areas. However, the optimization of these networks has become more difficult as neural networks going deeper and datasets…

Machine Learning · Computer Science 2020-08-05 Derya Soydaner

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…

Machine Learning · Computer Science 2021-04-05 Andrey Malinin , Liudmila Prokhorenkova , Aleksei Ustimenko

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…

Machine Learning · Computer Science 2022-11-08 Michael T. Horrell
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