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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.

169,051 papers · 148 categories

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48 results for Randomized Gradient Boosting Machine

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.

Hyperboost uses gradient boosting for hyperparameter optimization, outperforming state-of-the-art methods.

problem Hyperparameter tuning for machine learning algorithms
method Gradient boosting surrogate model with quantile regression and distance metric
result Hyperboost outperforms state-of-the-art techniques in empirical tests

Gradient boosted trees outperform other models in predicting corporate bankruptcy.

problem Predicting financial distress of publicly traded U.S. firms.
method Benchmarked various machine learning models using a comprehensive sample of bankruptcies.
result Gradient boosted trees outperform other models in one-year-ahead forecasts.

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.

A new Randomized-Hyperopt method improves XGBoost hyperparameter tuning.

problem Improving the performance of XGBoost through hyperparameter optimization.
method Proposes Randomized-Hyperopt for XGBoost hyperparameter tuning.
result Randomized-Hyperopt outperforms other methods in terms of accuracy and execution time.

A method interprets black-box models using an ensemble of gradient boosting machines.

problem Local and global interpretation of black-box models.
method An ensemble of gradient boosting machines (GBMs) to form a generalized additive model.
result Efficiency and properties demonstrated on synthetic and real datasets.

New sampling technique improves boosting model accuracy.

problem Improving generalization performance and learning time in stochastic gradient boosting.
method Formulated optimization problem to maximize estimation accuracy, leading to Minimal Variance Sampling (MVS).
result MVS significantly increases model quality and reduces the number of examples needed.

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.

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.

This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we compare the accuracy of six fast algorithms using a range of well-known time-ser…

2018-05-02abs ↗pdf ↗

Study compares machine learning algorithms for predicting SST in the Great Barrier Reef.

problem Predicting sea surface temperature in the Great Barrier Reef region.
method Ridge regression, LASSO, Random Forest, and Extreme Gradient Boosting (XGBoost) algorithms were evaluated.
result XGBoost significantly outperforms other algorithms in terms of predictive accuracy and Kullback-Leibler Divergence.

PGBM creates probabilistic predictions efficiently.

problem Creating probabilistic predictions for large-scale data.
method Approximates leaf weights as random variables, learns moments via stochastic tree ensemble update equations.
result PGBM offers significant speedup and accuracy improvements over existing methods.

Paper predicts stock market values using machine learning.

problem Predicting stock market values for Tehran stock exchange groups.
method Used machine learning algorithms including Decision Tree, Bagging, Random Forest, Adaptive Boosting, Gradient Boosting, XGBoost, Artificial neural network, Recurrent Neural Network, and Long short-term memory (LSTM).
result LSTM shows highest accuracy among all algorithms tested.

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 ↗

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.

Study validates machine learning models for patient outcomes using various methods.

problem Validating machine learning models for patient outcomes in electronic health records.
method Used three state-of-the-art machine learning methods (random forest, gradient boosting, logistic regression) to predict patient outcomes and assess feature importance.
result Permutation tests applied to random forest and gradient boosting models showed the most agreement with clinical interpretation of feature importance.

The study uses machine learning to predict CAT bond coupons based on climate data.

problem Predicting CAT bond coupons using climate data.
method Combining climate indicators with machine learning models (random forest, gradient boosting, etc.).
result Extremely randomized trees achieved the lowest RMSE in predicting CAT bond coupons.

Tutorial defines and explains overfitting, cross validation, regularization, bagging, and boosting.

problem Understanding and preventing overfitting in machine learning models.
method Defining and explaining mean squared error, variance, covariance, and bias; using Stein's Unbiased Risk Estimator (SURE); introducing cross validation, regularization, bagging, and boosting.
result Boosting prevents overfitting by reducing variance and improving generalization.

GAM(L)A model improves interpretability of machine learning models.

problem Interpretable machine learning models for high predictive performance.
method Combines partial linear models with variable selection for accurate prediction and interpretability.
result GAM(L)A outperforms parametric models and is comparable to black-box models like random forest and gradient boosting.

Proposes a Gradient Boosting method for learning adaptive kernel functions.

problem Learning a versatile ensemble of kernel functions for better performance.
method Approximates kernel functions as a weighted sum of Random Fourier Features and optimizes their barycenter at each iteration.
result Shows improved performance compared to Boosting-based and kernel-learning methods.

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.

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.

RFRBoost uses random features to boost deep residual neural networks, improving performance and computational efficiency.

problem Improving performance of deep residual neural networks (RFNNs) while preserving convex optimization benefits.
method Random Feature Representation Boosting (RFRBoost) using boosting theory and random features at each layer.
result RFRBoost significantly outperforms RFNNs and end-to-end trained MLP ResNets in small- to medium-scale tabular datasets.

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.

The study examines how hyperparameters affect prediction discrepancies in machine learning models.

problem Prediction inconsistencies across different machine learning models trained on the same dataset.
method Investigation of six models (Elastic Net, Decision Tree, k-NN, SVM, RF, XGBoost) on 21 benchmark datasets, focusing on key hyperparameters.
result Hyperparameter tuning improves model performance but increases prediction discrepancies, especially in Extreme Gradient Boosting.

New methods improve prediction performance and reduce computation time in boosting and random forest models.

problem Improving prediction performance and reducing computation time in boosting and random forest models.
method Random tree depth injection approach for Boosting and Random Forests.
result The new methods can improve prediction performance and reduce computation time by up to 40%.

Gradient boosting adapted for multi-label and multi-output tasks.

problem Joint prediction of multiple classification or regression outputs.
method Gradient tree boosting with random output projections.
result Random projection improves adaptation to different output correlation patterns.