相关论文: Efficient Learning of Ensembles with QuadBoost

A powerful way to improve performance in machine learning is to construct an ensemble that combines the predictions of multiple models. Ensemble methods are often much more accurate and lower variance than the individual classifiers that…

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

Neural networks are very effective when trained on large datasets for a large number of iterations. However, when they are trained on non-stationary streams of data and in an online fashion, their performance is reduced (1) by the online…

Boosting is a generic learning method for classification and regression. Yet, as the number of base hypotheses becomes larger, boosting can lead to a deterioration of test performance. Overfitting is an important and ubiquitous phenomenon,…

We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment of intraday cryptocurrency portfolio trading. We adopt a…

We present a simple unified framework for multi-class cost-sensitive boosting. The minimum-risk class is estimated directly, rather than via an approximation of the posterior distribution. Our method jointly optimizes binary weak learners…

Gradient boosting, a method of building additive ensembles from weak learners, has established itself as a practical and theoretically-motivated approach to approximate functions, especially using decision tree weak learners. Comparable…

We study the cost of parallelizing weak-to-strong boosting algorithms for learning, following the recent work of Karbasi and Larsen. Our main results are two-fold: - First, we prove a tight lower bound, showing that even "slight"…

Ensembles are a straightforward, remarkably effective method for improving the accuracy,calibration, and robustness of models on classification tasks; yet, the reasons that underlie their success remain an active area of research. We build…

Autoencoders are a category of neural networks with applications in numerous domains and hence, improvement of their performance is gaining substantial interest from the machine learning community. Ensemble methods, such as boosting, are…

Ensembling is a popular method used to improve performance as a last resort. However, ensembling multiple models finetuned from a single pretrained model has been not very effective; this could be due to the lack of diversity among ensemble…

CatBoost is a popular machine learning library. CatBoost models are based on oblivious decision trees, making training and evaluation rapid. CatBoost has many applications, and some require low latency and high throughput evaluation. This…

The development of enhanced sampling methods has greatly extended the scope of atomistic simulations, allowing long-time phenomena to be studied with accessible computational resources. Many such methods rely on the identification of an…

Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, existing methods construct equally weighted ensembles, and this…

Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a…

Automatic credit scoring, which assesses the probability of default by loan applicants, plays a vital role in peer-to-peer lending platforms to reduce the risk of lenders. Although it has been demonstrated that dynamic selection techniques…

Existing guarantees in terms of rigorous upper bounds on the generalization error for the original random forest algorithm, one of the most frequently used machine learning methods, are unsatisfying. We discuss and evaluate various…

Sample complexity bounds are a common performance metric in the Reinforcement Learning literature. In the discounted cost, infinite horizon setting, all of the known bounds have a factor that is a polynomial in $1/(1-\gamma)$, where $\gamma…

Statistical machine learning methods often face the challenge of limited data available from the population of interest. One remedy is to leverage data from auxiliary source populations, which share some conditional distributions or are…

Boosted decision trees typically yield good accuracy, precision, and ROC area. However, because the outputs from boosting are not well calibrated posterior probabilities, boosting yields poor squared error and cross-entropy. We empirically…