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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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136272408544 · Jun 202019922001200920172026
48 results for Boosting Effect

GBMixed boosts mixed models for clustered data, estimating mean and variance flexibly.

problem Flexible estimation of mean and variance components in clustered data.
method Gradient Boosting framework for linear mixed models with likelihood-based gradients.
result GBMixed accurately recovers complex nonlinear fixed effects and covariances.

Gradient Boosted Mixed Models estimate mean and variance components for clustered data.

problem Limited flexibility in linear mixed models for complex settings.
method Gradient Boosting extended to mixed models with likelihood-based gradients and flexible base learners.
result Accurate recovery of variance components and improved predictive accuracy.

Dynamic CBDT improves treatment effect estimation in clinical data.

problem Estimating heterogeneous treatment effects in observational data with high accuracy and interpretability.
method Dynamic Regularized Causal Boosted Decision Trees (CBDT) integrating variance regularization and calibration.
result Significantly improved estimation accuracy and reliable coverage of true treatment effects.

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 selection and implicit regularization of effect estimates. They are extremely fle…

2017-02-27abs ↗pdf ↗

GrowNet uses shallow neural networks for gradient boosting, outperforming existing methods.

problem Improving gradient boosting performance through shallow neural networks.
method Unified gradient boosting framework with shallow neural networks as weak learners, incorporating corrective steps.
result GrowNet outperformed state-of-the-art boosting methods in classification, regression, and learning to rank tasks.

Boosting combines weak classifiers to form highly accurate predictors. Although the case of binary classification is well understood, in the multiclass setting, the "correct" requirements on the weak classifier, or the notion of the most efficient boosting algorithms are missing. In this paper, we create a broad and ge…

2011-08-15abs ↗pdf ↗

This study compares machine learning methods for high-cardinality categorical variables.

problem Machine learning struggles with high-cardinality categorical variables.
method Empirical comparison of tree-boosting, deep neural networks, and linear mixed effects models.
result Tree-boosting with random effects outperforms deep neural networks with random effects.

Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting generative models, which cascades meta-models together to produce a stronger mod…

2019-05-11abs ↗pdf ↗

Boost-and-Skip generates minority samples without guidance, faster and more effectively.

problem Generating minority samples in low-density regions of a data manifold.
method Boost-and-Skip approach with variance-boosted initialization and timestep skipping.
result Boost-and-Skip effectively promotes the emergence of underrepresented minority features.

Boosting combines weak (biased) learners to obtain effective learning algorithms for classification and prediction. In this paper, we show a connection between boosting and kernel-based methods, highlighting both theoretical and practical applications. In the context of 2\ell_2 boosting, we start with a weak linear le…

2016-08-08abs ↗pdf ↗

Gradient boosting algorithm for spatial panel models improves estimation in high-dimensional settings.

problem Estimation failure in high-dimensional spatial panel models.
method Model-based gradient boosting algorithm for spatial panel models with random and fixed effects.
result Feasibility and interpretability in both low- and high-dimensional settings.

In the recent years more and more high-dimensional data sets, where the number of parameters pp is high compared to the number of observations nn or even larger, are available for applied researchers. Boosting algorithms represent one of the major advances in machine learning and statistics in recent years and are su…

2017-02-10abs ↗pdf ↗

Spectral deconfounding improves machine learning models by reducing hidden confounding effects.

problem Machine learning models can be misled by hidden confounders, leading to unreliable predictions.
method Develops a nonlinear spectral deconfounding framework for gradient boosting that modifies boosting dynamics to slow down in confounding-aligned directions.
result Spectrally deconfounded boosting improves estimation of the target function under hidden confounding and is more scalable.

Proposes a two-stage method for estimating heterogeneous treatment effects using gradient boosting trees.

problem Estimating heterogeneous treatment effects in randomized clinical trials with high-dimensional predictive markers.
method Two-stage statistical learning procedure using gradient boosting trees (XGBoost) to estimate main effects and HTE.
result Improves efficiency in estimating heterogeneous treatment effects through nonparametric function estimation.

Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation. For example, recent works in DRO have shown that popular statistical estimators can be interpreted as the solutions of suitable formulated data-driven DRO problems.…

2019-05-20abs ↗pdf ↗

Excellent ranking power along with well calibrated probability estimates are needed in many classification tasks. In this paper, we introduce a technique, Calibrated Boosting-Forest that captures both. This novel technique is an ensemble of gradient boosting machines that can support both continuous and binary labels. …

2017-10-16abs ↗pdf ↗

Study uses ML to analyze how interest rates affect fund returns, finding gradient boosting is effective.

problem Understanding how interest rate changes impact fund returns.
method Combines Machine Learning and causal inference, using Double Machine Learning framework.
result Gradient boosting is useful for predicting fund returns, showing a significant negative effect of interest rate increases.

BayesBoost combines boosting and Bayesian methods for linear mixed models, improving uncertainty estimation and variable selection.

problem Lack of straightforward uncertainty estimation for parameters in high-dimensional linear mixed models.
method BayesBoost: Combines boosting and Bayesian inference for linear mixed models.
result Improves uncertainty estimation and variable selection in linear mixed models.

We present a principled framework to address resource allocation for realizing boosting algorithms on substrates with communication or computation noise. Boosting classifiers (e.g., AdaBoost) make a final decision via a weighted vote from the outputs of many base classifiers (weak classifiers). Suppose that the base cl…

2019-09-10abs ↗pdf ↗

New statistical methods improve explainability of boosting models.

problem Uncertainty quantification for boosting models is computationally intensive and hard to interpret.
method Derive methods for statistical inference using gradient boosting and Boulevard regularization.
result Achieve asymptotically normal predictions with theoretical guarantees and runtime independent of data size.

The paper proposes effective margin regularization to improve adversarial robustness in deep neural networks.

problem Adversarial vulnerability of deep neural networks (DNNs).
method Regularization of effective weight norm during training to maximize effective margins.
result Effective margin regularization (EMR) boosts adversarial robustness in both standard and adversarial training.

Boosting with unlabeled data achieves optimal sample complexity in agnostic settings.

problem Boosting's sample inefficiency in agnostic learning.
method Designing an agnostic boosting algorithm with unlabeled data to match ERM's sample complexity.
result The total sample complexity is optimal, with a vanishing fraction needing to be labeled.

Boosting algorithms predict financial vulnerability of farmers in Chile and Tunisia.

problem Predict financial vulnerability of farmers in Chile and Tunisia using environmental data.
method Interpretable boosting algorithms based on ridge-regularized generalized linear models.
result Interaction effects improve predictive power only when included in two-step boosting.

Gradient boosting predicts promotion efficiency using multiple performance indicators.

problem Forecasting promotion efficiency in FMCG retail.
method Gradient boosting applied to six performance indicators for different product groups.
result Models accurately forecast promotion efficiency, optimizing marketing strategies.

Gradient Boosted Normalizing Flows improve flexibility of NFs without increasing complexity.

problem Improving flexibility of normalizing flows without increasing complexity.
method Gradient Boosting applied to normalizing flows to create a mixture model structure.
result GBNFs outperform non-boosted NFs and produce better results with simpler components.

Paper enhances haptic signals distinguishability with boosted technique.

problem Lack of large datasets in haptics domain limits feature extraction.
method General framework for haptic signal analysis, using spectral features and boosted embedding.
result Framework needs less training data and outperforms state-of-the-art.

Paper proposes a boosting method with fast learning rates and early stopping.

problem Missing theoretical guarantees for boosting methods in binary classification.
method Fully-corrective gradient boosting with squared hinge loss and ADMM algorithm.
result Derives fast learning rates of O((m/logm)1/4){\cal O}((m/\log m)^{-1/4}) and O((m/logm)1/2){\cal O}((m/\log m)^{-1/2}).

Technology and collaboration enable dramatic increases in the size of psychological and psychiatric data collections, but finding structure in these large data sets with many collected variables is challenging. Decision tree ensembles like random forests (Strobl, Malley, and Tutz, 2009) are a useful tool for finding st…

2015-11-06abs ↗pdf ↗

State-of-the-art implementations of boosting, such as XGBoost and LightGBM, can process large training sets extremely fast. However, this performance requires that the memory size is sufficient to hold a 2-3 multiple of the training set size. This paper presents an alternative approach to implementing the boosted trees…

2019-01-25abs ↗pdf ↗

Boosting ridge regression for high-dimensional data classification reduces computational cost and improves learning time.

problem High computational demand of inverting regularised covariance matrix in ridge regression for high-dimensional problems.
method Train an ensemble of ridge regressors in randomly projected subspaces, then combine them using adaptive boosting.
result Effective in terms of learning time and improved predictive performance in some cases.

A new framework for selecting base classes in multi-class classification boosts accuracy.

problem Selecting the base class in multi-class classification to improve accuracy.
method Introduces a unified framework with parameters (s,g,w)(s,g,w) to search for the base class at each boosting iteration, improving computational efficiency.
result Our framework can achieve better test accuracy than the exhaustive search strategy, providing a robust and reliable scheme.

Boosting methods for interval-censored data improve predictive accuracy in survival analysis.

problem Handling interval-censored data in survival analysis and time-to-event studies.
method Nonparametric boosting methods using censoring unbiased transformations and functional gradient descent.
result Effective boosting methods for regression and classification with interval-censored data, offering robust performance.

We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner that permits likelihood evaluation, including recent deep expressive models. Fur…

2017-02-27abs ↗pdf ↗

Boosts A/B test precision using auxiliary data from historical users.

problem Small sample sizes and imprecise estimates in A/B tests.
method Coupling design-based causal estimation with machine-learning models of historical user data.
result Effect estimates using auxiliary data are roughly equivalent to increasing sample size by 20%, or up to 50-80% in some cases.