Related papers: Composite Quantile Regression With XGBoost Using t…

Quantile treatment effects (QTEs) can characterize the potentially heterogeneous causal effect of a treatment on different points of the entire outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in…

Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

Effective large-scale air quality monitoring necessitates distributed sensing due to the pervasive and harmful nature of particulate matter (PM), particularly in urban environments. However, precision comes at a cost: highly accurate…

Conditional generative adversarial networks (cGANs) have gained a considerable attention in recent years due to its class-wise controllability and superior quality for complex generation tasks. We introduce a simple yet effective approach…

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

Random Forests have been one of the most popular bagging methods in the past few decades, especially due to their success at handling tabular datasets. They have been extensively studied and compared to boosting models, like XGBoost, which…

This paper develops a novel stochastic tree ensemble method for nonlinear regression, which we refer to as XBART, short for Accelerated Bayesian Additive Regression Trees. By combining regularization and stochastic search strategies from…

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…

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…

Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…

This study assessed the effectiveness of machine learning models in predicting poverty levels in the Philippines using five boosting algorithms: Adaptive Boosting (AdaBoost), CatBoosting (CatBoost), Gradient Boosting Machine (GBM), Light…

Loan default prediction is one of the most important and critical problems faced by banks and other financial institutions as it has a huge effect on profit. Although many traditional methods exist for mining information about a loan…

Since the pioneering work by Koenker and Bassett (1978), quantile regression models and its applications have become increasingly popular and important for research in many areas. In this paper, a random effects ordinal quantile regression…

Quantile regression has received increased attention in the statistics community in recent years. This article adapts an auxiliary variable method, commonly used in Bayesian variable selection for mean regression models, to the fitting of…

agtboost is an R package implementing fast gradient tree boosting computations in a manner similar to other established frameworks such as xgboost and LightGBM, but with significant decreases in computation time and required mathematical…

Photonic Integrated Circuits (PICs) are fundamental for optical computing, communication, quantum information processing, and precision sensing. However, traditional numerical simulations for designing PIC components are computationally…

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Retraining a model using its own predictions together with the original, potentially noisy labels is a well-known strategy for improving the model performance. While prior works have demonstrated the benefits of specific heuristic…

Quantile regression relates the quantile of the response to a linear predictor. For a discrete response distributions, like the Poission, Binomial and the negative Binomial, this approach is not feasible as the quantile function is not…

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision…