Related papers: Gradient boosted multi-population mortality modell…
Credit scoring plays a vital role in the field of consumer finance. Survival analysis provides an advanced solution to the credit-scoring problem by quantifying the probability of survival time. In order to deal with highly heterogeneous…
Multiple cause-of-death data provides a valuable source of information that can be used to enhance health standards by predicting health related trajectories in societies with large populations. These data are often available in large…
The identification of patient subgroups with comparable event-risk dynamics plays a key role in supporting informed decision-making in clinical research. In such settings, it is important to account for the inherent dependence that arises…
Federated learning, conducive to solving data privacy and security problems, has attracted increasing attention recently. However, the existing federated boosting model sequentially builds a decision tree model with the weak base learner,…
We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates. Our likelihood-based approach…
Understanding patterns in mortality across subpopulations is essential for local health policy decision making. One of the key challenges of subnational mortality rate estimation is the presence of small populations and zero or near zero…
Chronic diseases, such as cardiovascular disease, diabetes, chronic kidney disease, and thyroid disorders, are the leading causes of premature mortality worldwide. Early detection and intervention are crucial for improving patient outcomes,…
Deep neural networks are a family of computational models that have led to a dramatical improvement of the state of the art in several domains such as image, voice or text analysis. These methods provide a framework to model complex,…
Recently, fitting probabilistic models have gained importance in many areas but estimation of such distributional models with very large data sets is a difficult task. In particular, the use of rather complex models can easily lead to…
Demographic projections of future mortality rates involve a high level of uncertainty and require stochastic mortality models. The current paper investigates forward mortality models driven by a (possibly infinite dimensional) Wiener…
Mortality forecasting plays a pivotal role in insurance and financial risk management of life insurers, pension funds, and social securities. Mortality data is usually high-dimensional in nature and favors factor model approaches to…
Combining the merits of both denoising diffusion probabilistic models and gradient boosting, the diffusion boosting paradigm is introduced for tackling supervised learning problems. We develop Diffusion Boosted Trees (DBT), which can be…
Heterogeneous treatment effect estimation in high-stakes applications demands models that simultaneously optimize precision, interpretability, and calibration. Many existing tree-based causal inference techniques, however, exhibit high…
Automatic machine learning performs predictive modeling with high performing machine learning tools without human interference. This is achieved by making machine learning applications parameter-free, i.e. only a dataset is provided while…
Participants: This study employed a combination of Vector Autoregression (VAR) model and Graph Neural Networks (GNN) to systematically construct dynamic causal inference. Multiple classic classification algorithms were compared, including…
Gradient boosting has become a cornerstone of machine learning, enabling base learners such as decision trees to achieve exceptional predictive performance. While existing algorithms primarily handle scalar or Euclidean outputs,…
The decline in interest rates and economic stabilization has heightened the importance of accurate mortality rate forecasting, particularly in insurance and pension markets. Multi-step-ahead predictions are crucial for public health,…
Background: Conventional prediction methods such as logistic regression and gradient boosting have been widely utilized for disease onset prediction for their reliability and interpretability. Deep learning methods promise enhanced…
A decision tree is one of the most popular approaches in machine learning fields. However, it suffers from the problem of overfitting caused by overly deepened trees. Then, a meta-tree is recently proposed. It solves the problem of…
We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models…