Related papers: Gradient boosted multi-population mortality modell…
Gradient-boosted decision trees are among the strongest off-the-shelf predictors for tabular regression, but point predictions alone do not quantify uncertainty. Conformal prediction provides distribution-free marginal coverage, yet split…
The enduring challenge in the field of artificial intelligence has been the control of systems to achieve desired behaviours. While for systems governed by straightforward dynamics equations, methods like Linear Quadratic Regulation (LQR)…
Tabular data stands out as one of the most frequently encountered types in high energy physics. Unlike commonly homogeneous data such as pixelated images, simulating high-dimensional tabular data and accurately capturing their correlations…
Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…
We propose two frameworks to deal with problem settings in which both structured and unstructured data are available. Structured data problems are best solved by traditional machine learning models such as boosting and tree-based…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
We focus on generative AI for a type of data that still represent one of the most prevalent form of data: tabular data. Our paper introduces two key contributions: a new powerful class of forest-based models fit for such tasks and a simple…
Modelling and forecasting homogeneous age-specific mortality rates of multiple countries could lead to improvements in long-term forecasting. Data fed into joint models are often grouped according to nominal attributes, such as geographic…
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…
Multiple long-term conditions (MLTC) are increasingly observed in clinical practice globally. Clustering methods to group diseases into commonly co-occurring clusters have been of interest for further understanding of how MLTC group…
We present generalized additive latent and mixed models (GALAMMs) for analysis of clustered data with responses and latent variables depending smoothly on observed variables. A scalable maximum likelihood estimation algorithm is proposed,…
The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…
Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…
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…
Car-following models, as the essential part of traffic microscopic simulations, have been utilized to analyze and estimate longitudinal drivers' behavior since sixty years ago. The conventional car following models use mathematical formulas…
A rapid decline in mortality and fertility has become major issues in many developed countries over the past few decades. A precise model for forecasting demographic movements is important for decision making in social welfare policies and…
Ensuring that predicted probabilities align with observed frequencies is critical in high-stakes domains such as clinical decision support, autonomous driving and financial risk assessment. Existing calibration methods typically apply a…
The Gradient Boosted Tree (GBT) algorithm is one of the most popular machine learning algorithms used in production, for tasks that include Click-Through Rate (CTR) prediction and learning-to-rank. To deal with the massive datasets…
Excellent ranking power along with well calibrated probability estimates are needed in many classification tasks. In this paper, we introduce a technique, Calibrated Boosting-Forest that captures both. This novel technique is an ensemble of…
Gradient Boosting Decision Tree (GBDT) is one of the most popular machine learning models in various applications. However, in the traditional settings, all data should be simultaneously accessed in the training procedure: it does not allow…