Related papers: RUMBoost: Gradient Boosted Random Utility Models

Network Utility Maximization (NUM) studies the problems of allocating traffic rates to network users in order to maximize the users' total utility subject to network resource constraints. In this paper, we propose a new NUM framework,…

Bayesian additive regression trees (BART) are popular Bayesian ensemble models used in regression and classification analysis. Under this modeling framework, the regression function is approximated by an ensemble of decision trees,…

Large language models (LLMs) have recently been adapted to tabular prediction by serializing structured features into natural language, but their performance in low-data regimes remains limited compared to gradient-boosted decision trees…

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…

Deep learning has proven to be a highly effective tool for a wide range of applications, significantly when leveraging the power of multi-loss functions to optimize performance on multiple criteria simultaneously. However, optimal selection…

Accurate prediction of the Remaining Useful Life (RUL) is essential for enabling timely maintenance of lithium-ion batteries, impacting the operational efficiency of electric applications that rely on them. This paper proposes a RUL…

We develop a model-based boosting approach for multivariate distributional regression within the framework of generalized additive models for location, scale, and shape. Our approach enables the simultaneous modeling of all distribution…

We have witnessed the discovery of many techniques for network representation learning in recent years, ranging from encoding the context in random walks to embedding the lower order connections, to finding latent space representations with…

Robust M-estimation uses loss functions, such as least absolute deviation (LAD), quantile loss and Huber's loss, to construct its objective function, in order to for example eschew the impact of outliers, whereas the difficulty in analysing…

Trustworthy machine learning necessitates meticulous regulation of model reliance on non-robust features. We propose a framework to delineate and regulate such features by attributing model predictions to the input. Within our approach,…

Interpretability of learning-to-rank models is a crucial yet relatively under-examined research area. Recent progress on interpretable ranking models largely focuses on generating post-hoc explanations for existing black-box ranking models,…

Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation. For example, recent works in DRO have shown that popular statistical estimators can…

Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…

To address the challenge of backpropagating the gradient through categorical variables, we propose the augment-REINFORCE-swap-merge (ARSM) gradient estimator that is unbiased and has low variance. ARSM first uses variable augmentation,…

Recent model-free reinforcement learning algorithms have proposed incorporating learned dynamics models as a source of additional data with the intention of reducing sample complexity. Such methods hold the promise of incorporating imagined…

The calibration and training of a neural network is a complex and time-consuming procedure that requires significant computational resources to achieve satisfactory results. Key obstacles are a large number of hyperparameters to select and…

Despite their high predictive performance, random forest and gradient boosting are often considered as black boxes or uninterpretable models which has raised concerns from practitioners and regulators. As an alternative, we propose in this…

Time series imputation models have traditionally been developed using complete datasets with artificial masking patterns to simulate missing values. However, in real-world infrastructure monitoring, practitioners often encounter datasets…

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…