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We introduce Hyper-Trees as a novel framework for modeling time series data using gradient boosted trees. Unlike conventional tree-based approaches that forecast time series directly, Hyper-Trees learn the parameters of a target time series…
There are many approaches for training decision trees. This work introduces a novel gradient-based method for constructing decision trees that optimize arbitrary differentiable loss functions, overcoming the limitations of heuristic…
Multilevel models (mixed-effect models or hierarchical linear models) are now a standard approach to analysing clustered and longitudinal data in the social, behavioural and medical sciences. This review article focuses on multilevel linear…
Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…
Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…
There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…
The gradient boosting machine is one of the powerful tools for solving regression problems. In order to cope with its shortcomings, an approach for constructing ensembles of gradient boosting models is proposed. The main idea behind the…
The challenge of electronic component obsolescence is particularly critical in systems with long life cycles. Various obsolescence management methods are employed to mitigate its impact, with obsolescence forecasting being a highly…
We present an algorithm for learning decision trees using stochastic gradient information as the source of supervision. In contrast to previous approaches to gradient-based tree learning, our method operates in the incremental learning…
Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…
Conventional survival analysis methods are typically ineffective to characterize heterogeneity in the population while such information can be used to assist predictive modeling. In this study, we propose a hybrid survival analysis method,…
Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting…
In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919…
Climate change has increased the severity and frequency of weather disasters all around the world. Flood inundation mapping based on earth observation data can help in this context, by providing cheap and accurate maps depicting the area…
When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…
Machine learning algorithms are growing increasingly popular in particle physics analyses, where they are used for their ability to solve difficult classification and regression problems. While the tools are very powerful, they may often be…
Introduction. We investigate the generalization ability of models built on datasets containing a small number of subjects, recorded in single study protocols. Next, we propose and evaluate methods combining these datasets into a single,…
Student repetition in secondary education imposes significant resource burdens, particularly in resource-constrained contexts. Addressing this challenge, this study introduces a unified machine learning framework that simultaneously…
Designing proper treatment plans to manage diabetes requires health practitioners to pay heed to the individuals remaining life along with the comorbidities affecting them. Older adults with Type 2 Diabetes Mellitus (T2DM) are prone to…
As data collections become larger, exploratory regression analysis becomes more important but more challenging. When observations are hierarchically clustered the problem is even more challenging because model selection with mixed effect…