相关论文: A XGBoost risk model via feature selection and Bay…

XGBoost is one of the most widely used machine learning models in the industry due to its superior learning accuracy and efficiency. Targeting at data isolation issues in the big data problems, it is crucial to deploy a secure and efficient…

Hyper-parameters (HPs) are an important part of machine learning (ML) model development and can greatly influence performance. This paper studies their behavior for three algorithms: Extreme Gradient Boosting (XGB), Random Forest (RF), and…

A new attention-based model for the gradient boosting machine (GBM) called AGBoost (the attention-based gradient boosting) is proposed for solving regression problems. The main idea behind the proposed AGBoost model is to assign attention…

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…

High-dimensional variable selection in the proportional hazards (PH) model has many successful applications in different areas. In practice, data may involve confounding variables that do not satisfy the PH assumption, in which case the…

Accurately predicting customer churn using large scale time-series data is a common problem facing many business domains. The creation of model features across various time windows for training and testing can be particularly challenging…

High-dimensional malware datasets often exhibit feature redundancy, instability, and scalability limitations, which hinder the effectiveness and interpretability of machine learning-based malware detection systems. Although feature…

Tree-based learning methods such as Random Forest and XGBoost are still the gold-standard prediction methods for tabular data. Feature importance measures are usually considered for feature selection as well as to assess the effect of…

We aimed to evaluate computer-aided diagnosis (CADx) system for lung nodule classification focusing on (i) usefulness of gradient tree boosting (XGBoost) and (ii) effectiveness of parameter optimization using Bayesian optimization (Tree…

The XGBoost method has many advantages and is especially suitable for statistical analysis of big data, but its loss function is limited to convex functions. In many specific applications, a nonconvex loss function would be preferable. In…

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…

In this short paper we investigate whether meta-learning techniques can be used to more effectively tune the hyperparameters of machine learning models using successive halving (SH). We propose a novel variant of the SH algorithm (MeSH),…

Predicting the probability of non-performing loans for individuals has a vital and beneficial role for banks to decrease credit risk and make the right decisions before giving the loan. The trend to make these decisions are based on credit…

We introduce Random Feature Representation Boosting (RFRBoost), a novel method for constructing deep residual random feature neural networks (RFNNs) using boosting theory. RFRBoost uses random features at each layer to learn the functional…

The property and casualty (P&C) insurance industry faces challenges in developing claim predictive models due to the highly right-skewed distribution of positive claims with excess zeros. To address this, actuarial science researchers have…

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

The performance of pavement under loading depends on the strength of the subgrade. However, experimental estimation of properties of pavement strengths such as California bearing ratio (CBR), unconfined compressive strength (UCS) and…

Modeling policyholders lapse behaviors is important to a life insurer since lapses affect pricing, reserving, profitability, liquidity, risk management, as well as the solvency of the insurer. Lapse risk is indeed the most significant life…

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,…

When training deep learning models, the performance depends largely on the selected hyperparameters. However, hyperparameter optimization (HPO) is often one of the most expensive parts of model design. Classical HPO methods treat this as a…