Related papers: Boosting methods for interval-censored data with r…
Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…
Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…
Boosting has emerged as a useful machine learning technique over the past three decades, attracting increased attention. Most advancements in this area, however, have primarily focused on numerical implementation procedures, often lacking…
Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current…
Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…
We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…
We investigate boosted online regression and propose a novel family of regression algorithms with strong theoretical bounds. In addition, we implement several variants of the proposed generic algorithm. We specifically provide theoretical…
Boosting is one of the most significant advances in machine learning for classification and regression. In its original and computationally flexible version, boosting seeks to minimize empirically a loss function in a greedy fashion. The…
Boosting is a learning scheme that combines weak prediction rules to produce a strong composite estimator, with the underlying intuition that one can obtain accurate prediction rules by combining "rough" ones. Although boosting is proved to…
This paper introduces a boosted conformal procedure designed to tailor conformalized prediction intervals toward specific desired properties, such as enhanced conditional coverage or reduced interval length. We employ machine learning…
We present a statistical perspective on boosting. Special emphasis is given to estimating potentially complex parametric or nonparametric models, including generalized linear and additive models as well as regression models for survival…
The modeling of time-to-event data, also known as survival analysis, requires specialized methods that can deal with censoring and truncation, time-varying features and effects, and that extend to settings with multiple competing events.…
Statistical boosting algorithms have triggered a lot of research during the last decade. They combine a powerful machine-learning approach with classical statistical modelling, offering various practical advantages like automated variable…
Boosting provides a practical and provably effective framework for constructing accurate learning algorithms from inaccurate rules of thumb. It extends the promise of sample-efficient learning to settings where direct Empirical Risk…
We present a new procedure for enhanced variable selection for component-wise gradient boosting. Statistical boosting is a computational approach that emerged from machine learning, which allows to fit regression models in the presence of…
Boosting is a popular algorithm in supervised machine learning with wide applications in regression and classification problems. It combines weak learners, such as regression trees, to obtain accurate predictions. However, in the presence…
Traditional statistical and machine learning methods typically assume that the training and test data follow the same distribution. However, this assumption is frequently violated in real-world applications, where the training data in the…
We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…
Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…
Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…