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In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function…

Machine Learning · Statistics 2019-08-20 Zhiyuan He , Danchen Lin , Thomas Lau , Mike Wu

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of…

Machine Learning · Computer Science 2020-05-18 Jacob Montiel , Rory Mitchell , Eibe Frank , Bernhard Pfahringer , Talel Abdessalem , Albert Bifet

Given functional data from a survival process with time-dependent covariates, we derive a smooth convex representation for its nonparametric log-likelihood functional and obtain its functional gradient. From this, we devise a generic…

Machine Learning · Statistics 2021-10-07 Donald K. K. Lee , Ningyuan Chen , Hemant Ishwaran

Variational Inference makes a trade-off between the capacity of the variational family and the tractability of finding an approximate posterior distribution. Instead, Boosting Variational Inference allows practitioners to obtain…

Machine Learning · Computer Science 2021-05-20 Gideon Dresdner , Saurav Shekhar , Fabian Pedregosa , Francesco Locatello , Gunnar Rätsch

Stochastic neurons can be useful for a number of reasons in deep learning models, but in many cases they pose a challenging problem: how to estimate the gradient of a loss function with respect to the input of such stochastic neurons, i.e.,…

Machine Learning · Computer Science 2013-05-15 Yoshua Bengio

We propose a Gradient Boosting algorithm for learning an ensemble of kernel functions adapted to the task at hand. Unlike state-of-the-art Multiple Kernel Learning techniques that make use of a pre-computed dictionary of kernel functions to…

Machine Learning · Statistics 2019-06-17 Léo Gautheron , Pascal Germain , Amaury Habrard , Emilie Morvant , Marc Sebban , Valentina Zantedeschi

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference.…

Machine Learning · Computer Science 2020-10-08 Oleg Arenz , Mingjun Zhong , Gerhard Neumann

This work explores the use of gradient boosting in the context of classification. Four popular implementations, including original GBM algorithm and selected state-of-the-art gradient boosting frameworks (i.e. XGBoost, LightGBM and…

Machine Learning · Computer Science 2023-05-29 Piotr Florek , Adam Zagdański

Time-Series (TS) exhibits pronounced non-stationarity. Consequently, most forecasting methods display compromised robustness to concept drift, despite the prevalent application of instance normalization. We tackle this challenge by first…

Machine Learning · Computer Science 2026-01-29 Daojun Liang , Jing Chen , Xiao Wang , Yinglong Wang , Shuo Li

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…

Methodology · Statistics 2014-11-19 Andreas Mayr , Harald Binder , Olaf Gefeller , Matthias Schmid

Component-wise gradient boosting algorithms are popular for their intrinsic variable selection and implicit regularization, which can be especially beneficial for very flexible model classes. When estimating generalized additive models for…

Methodology · Statistics 2024-04-15 Alexandra Daub , Andreas Mayr , Boyao Zhang , Elisabeth Bergherr

There has been a growing excitement that implicit graph generative models could be used to design or discover new molecules for medicine or material design. Because these molecules have not been discovered, they naturally lie in unexplored…

Machine Learning · Computer Science 2024-11-21 Mai Elkady , Thu Bui , Bruno Ribeiro , David I. Inouye

In this paper we analyze boosting algorithms in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting algorithms in linear regression, namely the incremental…

Statistics Theory · Mathematics 2015-05-19 Robert M. Freund , Paul Grigas , Rahul Mazumder

A fundamental problem in supervised learning is to find a good set of features or distance measures. If the new set of features is of lower dimensionality and can be obtained by a simple transformation of the original data, they can make…

Machine Learning · Computer Science 2024-05-15 Anri Patron , Ayush Prasad , Hoang Phuc Hau Luu , Kai Puolamäki

The ability to learn new concepts continually is necessary in this ever-changing world. However, deep neural networks suffer from catastrophic forgetting when learning new categories. Many works have been proposed to alleviate this…

Computer Vision and Pattern Recognition · Computer Science 2022-07-21 Fu-Yun Wang , Da-Wei Zhou , Han-Jia Ye , De-Chuan Zhan

Modern gradient boosting software frameworks, such as XGBoost and LightGBM, implement Newton descent in a functional space. At each boosting iteration, their goal is to find the base hypothesis, selected from some base hypothesis class,…

The rapid development of large-scale deep learning models questions the affordability of hardware platforms, which necessitates the pruning to reduce their computational and memory footprints. Sparse neural networks as the product, have…

Computer Vision and Pattern Recognition · Computer Science 2024-09-09 Can Jin , Tianjin Huang , Yihua Zhang , Mykola Pechenizkiy , Sijia Liu , Shiwei Liu , Tianlong Chen

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

Machine Learning · Statistics 2020-11-05 Alexander Shekhovtsov , Viktor Yanush , Boris Flach

Boosted decision trees are a very powerful machine learning technique. After introducing specific concepts of machine learning in the high-energy physics context and describing ways to quantify the performance and training quality of…

Data Analysis, Statistics and Probability · Physics 2022-06-22 Yann Coadou

Deep neural networks are known to be difficult to train due to the instability of back-propagation. A deep \emph{residual network} (ResNet) with identity loops remedies this by stabilizing gradient computations. We prove a boosting theory…

Machine Learning · Computer Science 2018-06-15 Furong Huang , Jordan Ash , John Langford , Robert Schapire