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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…
Tree ensembles such as XGBoost are often preferred for discriminative tasks in mixed-type tabular data, due to their inductive biases, minimal hyperparameter tuning, and training efficiency. We argue that these qualities, when leveraged…
Tree boosting is a highly effective and widely used machine learning method. In this paper, we describe a scalable end-to-end tree boosting system called XGBoost, which is used widely by data scientists to achieve state-of-the-art results…
An information theoretic approach to learning the complexity of classification and regression trees and the number of trees in gradient tree boosting is proposed. The optimism (test loss minus training loss) of the greedy leaf splitting…
In this paper, we investigate how feature interactions can be identified to be used as constraints in the gradient boosting tree models using XGBoost's implementation. Our results show that accurate identification of these constraints can…
Natural gradient has been recently introduced to the field of boosting to enable the generic probabilistic predication capability. Natural gradient boosting shows promising performance improvements on small datasets due to better training…
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…
XGBoost, a scalable tree boosting algorithm, has proven effective for many prediction tasks of practical interest, especially using tabular datasets. Hyperparameter tuning can further improve the predictive performance, but unlike neural…
In recent years, gradient boosted decision trees have become popular in building robust machine learning models on big data. The primary technique that has enabled these algorithms success has been distributing the computation while…
The gradient boosting machine is a powerful ensemble-based machine learning method for solving regression problems. However, one of the difficulties of its using is a possible discontinuity of the regression function, which arises when…
XGBoost is a scalable ensemble technique based on gradient boosting that has demonstrated to be a reliable and efficient machine learning challenge solver. This work proposes a practical analysis of how this novel technique works in terms…
Top-down induction of decision trees has been observed to suffer from the inadequate functioning of the pruning phase. In particular, it is known that the size of the resulting tree grows linearly with the sample size, even though the…
This paper compares the performance of various data processing methods in terms of predictive performance for structured data. This paper also seeks to identify and recommend preprocessing methodologies for tree-based binary classification…
Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…
Traditional gradient boosting algorithms employ static tree structures with fixed splitting criteria that remain unchanged throughout training, limiting their ability to adapt to evolving gradient distributions and problem-specific…
We study the effectiveness of subagging, or subsample aggregating, on regression trees, a popular non-parametric method in machine learning. First, we give sufficient conditions for pointwise consistency of trees. We formalize that (i) the…
Causal effect estimation aims at estimating the Average Treatment Effect as well as the Conditional Average Treatment Effect of a treatment to an outcome from the available data. This knowledge is important in many safety-critical domains,…
As an adaptive, interpretable, robust, and accurate meta-algorithm for arbitrary differentiable loss functions, gradient tree boosting is one of the most popular machine learning techniques, though the computational expensiveness severely…
Gradient boosted decision trees are some of the most popular algorithms in applied machine learning. They are a flexible and powerful tool that can robustly fit to any tabular dataset in a scalable and computationally efficient way. One of…
Tree ensembles such as random forests (RFs) and gradient boosting machines (GBMs) are among the most widely used supervised learners, yet their theoretical properties remain incompletely understood. We adopt a spectral perspective on these…