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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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128255383510 · Jun 202019922001200920172026
48 results for Online Gradient Boosting

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.

Efficiently adds or deletes data in GBDT models.

problem Traditional GBDT training requires all data to be accessed simultaneously, limiting add/delete operations.
method Proposes an online learning framework for GBDT supporting incremental and decremental learning.
result First work to unify incremental and decremental learning on GBDT in-place.

We study the task of online boosting--combining online weak learners into an online strong learner. While batch boosting has a sound theoretical foundation, online boosting deserves more study from the theoretical perspective. In this paper, we carefully compare the differences between online and batch boosting, and pr…

2012-06-27abs ↗pdf ↗

We present a new online boosting algorithm for adapting the weights of a boosted classifier, which yields a closer approximation to Freund and Schapire's AdaBoost algorithm than previous online boosting algorithms. We also contribute a new way of deriving the online algorithm that ties together previous online boosting…

2008-10-24abs ↗pdf ↗

New method improves online nonparametric estimators with minimal extra computation.

problem Model selection and hyperparameter tuning for online nonparametric estimators.
method Weighted rolling validation procedure for online cross-validation.
result Improves base estimators to achieve better heuristic performance and adaptive convergence rate.

Hybrid model for online nonlinear prediction using LSTM and soft GBDT.

problem Online nonlinear prediction with manual feature selection and model selection issues.
method End-to-end architecture with LSTM for feature extraction and soft GBDT for regression, jointly optimized.
result Significant performance improvements over conventional methods on real datasets.

Recent work has extended the theoretical analysis of boosting algorithms to multiclass problems and to online settings. However, the multiclass extension is in the batch setting and the online extensions only consider binary classification. We fill this gap in the literature by defining, and justifying, a weak learning…

2017-02-23abs ↗pdf ↗

Better boosting with bandits improves probability estimation in online learning.

problem Poor calibration of probability estimates from boosting ensembles in online learning.
method Use bandit optimization to decide between updating ensemble or calibrator parameters.
result Superior performance in probability estimation compared to uncalibrated and naively-calibrated online boosting.

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.

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.

As more data are produced each day, and faster, data stream mining is growing in importance, making clear the need for algorithms able to fast process these data. Data stream mining algorithms are meant to be solutions to extract knowledge online, specially tailored from continuous data problem. Many of the current alg…

2019-07-16abs ↗pdf ↗

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.

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 estimations, and 4. model constructions. 5. application of boosting in ranking.

2019-08-19abs ↗pdf ↗

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.

Boosting algorithms are frequently used in applied data science and in research. To date, the distinction between boosting with either gradient descent or second-order Newton updates is often not made in both applied and methodological research, and it is thus implicitly assumed that the difference is irrelevant. The g…

2018-08-09abs ↗pdf ↗

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.

In this paper we present CatBoost, a new open-sourced gradient boosting library that successfully handles categorical features and outperforms existing publicly available implementations of gradient boosting in terms of quality on a set of popular publicly available datasets. The library has a GPU implementation of lea…

2018-10-24abs ↗pdf ↗

While both cost-sensitive learning and online learning have been studied extensively, the effort in simultaneously dealing with these two issues is limited. Aiming at this challenge task, a novel learning framework is proposed in this paper. The key idea is based on the fusion of online ensemble algorithms and the stat…

2013-10-30abs ↗pdf ↗

FOLKLORE algorithm speeds up online multiclass logistic regression.

problem Efficiently solving online multiclass logistic regression without high computational cost.
method Developed FOLKLORE algorithm with improved runtime and regret bound.
result First practical algorithm for online multiclass logistic regression.

We present online boosting algorithms for multiclass classification with bandit feedback, where the learner only receives feedback about the correctness of its prediction. We propose an unbiased estimate of the loss using a randomized prediction, allowing the model to update its weak learners with limited information. …

2018-10-11abs ↗pdf ↗

We consider the multi-label ranking approach to multi-label learning. Boosting is a natural method for multi-label ranking as it aggregates weak predictions through majority votes, which can be directly used as scores to produce a ranking of the labels. We design online boosting algorithms with provable loss bounds for…

2017-10-23abs ↗pdf ↗

Gradient tree boosting is a prediction algorithm that sequentially produces a model in the form of linear combinations of decision trees, by solving an infinite-dimensional optimization problem. We combine gradient boosting and Nesterov's accelerated descent to design a new algorithm, which we call AGB (for Accelerated…

2018-03-06abs ↗pdf ↗

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.