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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.

169,181 papers · 148 categories

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100201301401 · Jun 202019922001200920182026
48 results for Gradient Boost

A new gradient tree boosting framework reduces variance and accelerates performance.

problem High variance in stochastic gradient boosting.
method Combining gradient tree boosting with importance sampling and a regularizer.
result Achieves a linear convergence rate on logistic loss and 2.5x--18x acceleration on LogitBoost and LambdaMART.

A scalable framework for gradient boosting using TensorFlow.

problem Training gradient boosted trees efficiently on large datasets.
method Distributed training architecture, automatic loss differentiation, layer-by-layer boosting, multi-class handling, regularization.
result Faster prediction and smaller ensembles compared to traditional methods.

This research compares gradient and Newton boosting methods in classification and regression.

problem The distinction between gradient descent and Newton updates in boosting algorithms is not well understood.
method Presented a unified framework for gradient and Newton boosting, and compared them with tree base learners.
result Newton boosting outperforms gradient and hybrid boosting in predictive accuracy on most datasets.

This research tackles uncertainty in gradient boosting models using ensemble methods.

problem Quantifying uncertainty in gradient boosting models for high-risk applications.
method Probabilistic ensemble-based framework for gradient boosting classification and regression models.
result Ensembles of gradient boosting models detect anomalous inputs but have limited ability to improve total uncertainty.

Accelerated Gradient Boosting improves performance and sparsity of predictions.

problem Improving prediction accuracy and sparsity in machine learning models.
method Combining gradient boosting with Nesterov's accelerated descent.
result Accelerated Gradient Boosting (AGB) outperforms traditional gradient boosting in terms of sparsity and sensitivity to shrinkage parameters.

Wasserstein gradient boosting predicts probability distributions for supervised learning.

problem Distribution-valued supervised learning where outputs are probability distributions.
method Fits a new weak learner to Wasserstein gradients of loss functionals of probability distributions.
result Superior performance in probabilistic prediction compared to existing methods.

A method to improve gradient boosting models using stacking.

problem Improving the performance of gradient boosting models.
method Proposes a stacking algorithm to learn a meta-model for ensembles of gradient boosting models.
result The proposed approach can be extended to differentiable combination models like neural networks.

Tree-structured boosting connects gradient boosted stumps and full decision trees.

problem Connecting gradient boosted stumps and full decision trees.
method Introducing tree-structured boosting to create a single decision tree.
result Tree-structured boosting produces models equivalent to CART or gradient boosted stumps at the extremes.

Infinitesimal gradient boosting is a new algorithm derived from gradient boosting.

problem Improving the efficiency and smoothness of gradient boosting.
method Introduced a new class of randomized regression trees and used a limit process in vanishing-learning-rate asymptotic.
result Convergence of the stochastic algorithm and characterization of the limiting procedure as a unique solution of a nonlinear ODE.

Unified framework for statistical inference in gradient boosting regression.

problem Challenges in statistical inference and uncertainty quantification for gradient boosting.
method Integrates dropout or parallel training with regularization for CLT in boosting.
result Increasing dropout rate and parallel trees enhances signal recovery and performance.

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.

New algorithm improves convergence of gradient boosting trees.

problem Global convergence of Newton boosting in tabular machine learning.
method Introduces Gradient Regularized Newton Descent for GBDTs, proving linear convergence for smooth, strongly convex losses and O(1k2)\mathcal{O}(\frac{1}{k^2}) rate for general convex losses.
result Achieves globally convergent second-order GBDT algorithm with rate matching first-order boosting.

Boulevard boosts trees with regularization, converging to a normal distribution.

problem Improving regression model accuracy and uncertainty quantification.
method Regularized stochastic gradient boosting trees with subsampling and shrinkage.
result The algorithm converges to a normal distribution, enabling uncertainty characterization.

Gradient boosting can be seen as Gaussian process inference.

problem Improving uncertainty estimates in out-of-domain detection.
method Gradient boosting reformulated as a kernel method converging to Gaussian process inference.
result Gradient boosting can provide better uncertainty estimates through Monte-Carlo estimation of posterior variance.

Stagewise boosting improves gradient boosting for distributional regression.

problem Vanishing gradient in gradient boosting for distributional regression leads to suboptimal models.
method Proposes a stagewise boosting-type algorithm for distributional regression, combining stagewise regression ideas with gradient boosting and incorporating a novel regularization method, correlation filtering.
result The proposed algorithm provides better results, especially for complex distributions, by reducing the risk of being trapped in a local optimum.

Boosted Frank-Wolfe accelerates optimization for nonconvex problems.

problem Optimizing nonconvex and quasar-convex objectives efficiently.
method Developed a novel step size strategy for stochastic Frank-Wolfe, extending it to various gradient estimators.
result Boosted Frank-Wolfe achieves faster convergence rates than non-boosted Frank-Wolfe.

Unified probabilistic gradient boosting for entire conditional distribution modeling.

problem Creating accurate probabilistic forecasts from regression tasks.
method Unified probabilistic gradient boosting framework using XGBoost and LightGBM, modeling conditional moments or CDF via Normalizing Flows.
result Achieves state-of-the-art forecast accuracy.

The paper provides convergence guarantees for multicalibration gradient boosting.

problem Understanding the convergence properties of multicalibration gradient boosting.
method Computational guarantees for multicalibration gradient boosting algorithms, including adaptive variants.
result The magnitude of successive prediction updates decays at O(1/T)O(1/\sqrt{T}), leading to convergence in empirical multicalibration error.

Calibrated Boosting-Forest improves ranking and probability calibration in classification tasks.

problem Need for superior ranking power and well-calibrated probability estimates in classification tasks.
method Ensemble of gradient boosting machines supporting both continuous and binary labels.
result Calibrated Boosting-Forest achieves significant improvements in ranking and probability calibration compared to state-of-the-art models.

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.

StructureBoost improves gradient boosting for complex categorical variables efficiently.

problem Efficiently handling complex categorical variables with known structure.
method Two methods to overcome computational obstacles in SCDT enumeration for structured categorical variables.
result StructureBoost outperforms existing packages on complex categorical problems.

Infinitesimal boosting converges to a deterministic process in large sample limit.

problem Characterizing the asymptotic behavior of infinitesimal gradient boosting in large sample sizes.
method Proving convergence to a deterministic process using large sample theory and differential equations.
result The test error decreases over time in the population limit.

Residual Networks are shown to be equivalent to boosting feature representation.

problem Improving feature representation in deep learning models.
method Proved ResNet's equivalence to Online Gradient Boosting and proposed decision tree residual modules.
result ResNet can achieve Online Gradient Boosting regret bounds through architectural changes.

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.

Unified comparison of gradient boosting algorithms for insurance claims.

problem Improving predictive accuracy and computational efficiency in insurance claim prediction.
method Unified notation and comprehensive numerical study comparing 12 gradient boosting algorithms on 5 datasets.
result No trade-off between model adequacy and predictive accuracy.

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.