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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.

168,695 papers · 148 categories

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3617221,0821,443 · Jun 202019922001200920172026
48 results for boosted tree models

Gradient boosted decision trees are a popular machine learning technique, in part because of their ability to give good accuracy with small models. We describe two extensions to the standard tree boosting algorithm designed to increase this advantage. The first improvement extends the boosting formalism from scalar-val…

2017-10-31abs ↗pdf ↗

agtboost speeds up gradient tree boosting with automatic complexity adjustment.

problem Speeding up and simplifying gradient tree boosting computations.
method Adaptive gradient tree boosting with automatic complexity adjustment and feature importance.
result Significant decrease in computation time and simplification of model complexity.

A new method for automatic gradient tree boosting using information theory.

problem Automatic selection of tree complexity and number in gradient boosting.
method Optimism of greedy leaf splitting procedure modeled as a Cox-Ingersoll-Ross process, leading to an information criterion for model selection.
result The method achieves significant speedups (10-1400) compared to xgboost without sacrificing predictive power.

Multivariate boosted trees improve forecasting and control by capturing correlated predictions.

problem Capturing multivariate target cross-correlations and applying structured penalties to predictions.
method A computationally efficient algorithm for fitting multivariate boosted trees.
result Multivariate trees outperform univariate counterparts in correlated prediction scenarios.

Classifier evasion consists in finding for a given instance xx the nearest instance xx' such that the classifier predictions of xx and xx' are different. We present two novel algorithms for systematically computing evasions for tree ensembles such as boosted trees and random forests. Our first algorithm uses a Mixe…

2015-09-25abs ↗pdf ↗

We introduce a novel boosting algorithm called `KTBoost' which combines kernel boosting and tree boosting. In each boosting iteration, the algorithm adds either a regression tree or reproducing kernel Hilbert space (RKHS) regression function to the ensemble of base learners. Intuitively, the idea is that discontinuous …

2019-02-11abs ↗pdf ↗

Tree ensembles are flexible predictive models that can capture relevant variables and to some extent their interactions in a compact and interpretable manner. Most algorithms for obtaining tree ensembles are based on versions of boosting or Random Forest. Previous work showed that boosting algorithms exhibit a cyclic b…

2017-09-16abs ↗pdf ↗

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%.

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.

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 ↗

Boosted decision trees typically yield good accuracy, precision, and ROC area. However, because the outputs from boosting are not well calibrated posterior probabilities, boosting yields poor squared error and cross-entropy. We empirically demonstrate why AdaBoost predicts distorted probabilities and examine three cali…

2012-07-04abs ↗pdf ↗

As an adaptive, interpretable, robust, and accurate meta-algorithm for arbitrary differentiable loss functions, gradient tree boosting is one of the most popular machine learning techniques, though the computational expensiveness severely limits its usage. Stochastic gradient boosting could be adopted to accelerates gr…

2019-11-20abs ↗pdf ↗

A hybrid strategy forecasts short-term loads using Warm-start Gradient Tree Boosting.

problem Lack of effective short-term load forecasting methods.
method Hybrid strategy integrating four different inference models: tree-based ensemble method Warm-start Gradient Tree Boosting (WGTB).
result Demonstrates effectiveness of hybrid strategy on real datasets.

We show that Residual Networks (ResNet) is equivalent to boosting feature representation, without any modification to the underlying ResNet training algorithm. A regret bound based on Online Gradient Boosting theory is proved and suggests that ResNet could achieve Online Gradient Boosting regret bounds through neural n…

2019-09-25abs ↗pdf ↗

Proposes new attribution methods for trees with regularization.

problem Feature attribution for trees trained with regularization.
method Prediction Decomposition Attribution (PreDecomp) and TreeInner.
result TreeInner shows state-of-the-art feature selection performance.

This study extends verifiable learning to boosted tree ensembles, enabling efficient security verification.

problem Efficiently verifying the robustness of boosted tree ensembles against norm-based attackers.
method Formal verification of robustness for large-spread boosted tree ensembles, considering LL_\infty-norm and pseudo-polynomial time for LpL_p-norm verification.
result Polynomial time verification for LL_\infty-norm attackers, NP-hard for other norms, and pseudo-polynomial time for LpL_p-norm verification.

Treeffuser predicts tabular data distributions using gradient-boosted trees.

problem Probabilistic prediction with flexible, non-parametric models.
method Gradient-boosted trees for score estimation in conditional diffusion model.
result Treeffuser outperforms existing methods in probabilistic prediction tasks.

Tuning SVM and boosting models using optimization algorithms.

problem Tuning parameters for SVM and boosting models across various datasets.
method Used grid search to identify parameter ranges and optimization algorithms to select models.
result Optimization algorithms outperformed grid search in selecting well-performing models.

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.

UnmaskingTrees improves tabular data imputation and generation using gradient-boosted decision trees.

problem Traditional methods outperform advanced deep learning techniques on tabular data imputation benchmarks.
method UnmaskingTrees employs gradient-boosted decision trees to incrementally unmask features for imputation and generation.
result UnmaskingTrees outperforms state-of-the-art methods on tabular imputation and generation benchmarks.

Fair classification has become an important topic in machine learning research. While most bias mitigation strategies focus on neural networks, we noticed a lack of work on fair classifiers based on decision trees even though they have proven very efficient. In an up-to-date comparison of state-of-the-art classificatio…

2019-11-13abs ↗pdf ↗

Hollow-tree Super resolves feature importance in large datasets.

problem Lack of effective scaling for large feature numbers in boosted tree models.
method Hollow-tree Super (HOTS) methodology for feature importance visualization.
result HOTS effectively resolves feature importance and directionality in high-dimensional neuroscientific data.

We consider the problem of learning a forest of nonlinear decision rules with general loss functions. The standard methods employ boosted decision trees such as Adaboost for exponential loss and Friedman's gradient boosting for general loss. In contrast to these traditional boosting algorithms that treat a tree learner…

2011-09-05abs ↗pdf ↗

VisRuler simplifies decision extraction from bagged and boosted trees.

problem Complexity and lack of interpretability in ensemble models.
method Visual analytics tool for selecting robust models, important features, and essential decisions.
result Users successfully extracted and explained decisions from ensemble models.

Credit scoring plays a vital role in the field of consumer finance. Survival analysis provides an advanced solution to the credit-scoring problem by quantifying the probability of survival time. In order to deal with highly heterogeneous industrial data collected in Chinese market of consumer finance, we propose a nonp…

2019-08-09abs ↗pdf ↗

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.

Forest tree species mapped with high accuracy using satellite data.

problem Classifying dominant tree species in Swedish forests.
method Extreme gradient boosting model with Bayesian optimization, combining Sentinel-1/2 satellite data and field observations.
result Overall accuracy of 85%, F1 score of 0.82, Matthews correlation coefficient of 0.81.