Related papers: XGBoostPP: Tree-based Estimation of Point Process …
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…
This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…
This paper explores the use of XGBoost for composite quantile regression. XGBoost is a highly popular model renowned for its flexibility, efficiency, and capability to deal with missing data. The optimization uses a second order…
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…
In this paper, we introduce a new machine learning (ML) model for nonlinear regression called the Boosted Smooth Transition Regression Trees (BooST), which is a combination of boosting algorithms with smooth transition regression trees. The…
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…
We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…
Technology and collaboration enable dramatic increases in the size of psychological and psychiatric data collections, but finding structure in these large data sets with many collected variables is challenging. Decision tree ensembles like…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…
The research paper presents a novel approach to optimizing the tensile stress of Triply Periodic Minimal Surface (TPMS) structures through machine learning and Simulated Annealing (SA). The study evaluates the performance of Random Forest,…
Accurate short-term forecasting of air temperature and relative humidity is critical for urban management, especially in topographically complex cities such as Chongqing, China. This study compares seven machine learning models: eXtreme…
Machine learning in high-stakes domains, such as healthcare, faces two critical challenges: (1) generalizing to diverse data distributions given limited training data while (2) maintaining interpretability. To address these challenges, we…
This paper deals with feature selection procedures for spatial point processes intensity estimation. We consider regularized versions of estimating equations based on Campbell theorem derived from two classical functions: Poisson likelihood…
Note that a newer expanded version of this paper is now available at: arXiv:1802.03888 It is critical in many applications to understand what features are important for a model, and why individual predictions were made. For tree ensemble…
Bayesian predictive synthesis (BPS) provides a method for combining multiple predictive distributions based on agent/expert opinion analysis theory and encompasses a range of existing density forecast pooling methods. The key ingredient in…
Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on…
High dimensional Poisson regression has become a standard framework for the analysis of massive counts datasets. In this work we estimate the intensity function of the Poisson regression model by using a dictionary approach, which…
Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…
Wildfires present intricate challenges for prediction, necessitating the use of sophisticated machine learning techniques for effective modeling\cite{jain2020review}. In our research, we conducted a thorough assessment of various machine…