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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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227455682909 · Jun 202019922001200920172026
48 results for boosting algorithms

We present a new boosting algorithm, motivated by the large margins theory for boosting. We give experimental evidence that the new algorithm is significantly more robust against label noise than existing boosting algorithm.

2009-05-13abs ↗pdf ↗

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 ↗

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 describe and analyze a new boosting algorithm for deep learning called SelfieBoost. Unlike other boosting algorithms, like AdaBoost, which construct ensembles of classifiers, SelfieBoost boosts the accuracy of a single network. We prove a log(1/ε)\log(1/ε) convergence rate for SelfieBoost under some "SGD success" assumpti…

2014-11-13abs ↗pdf ↗

Boosting is a generic learning method for classification and regression. Yet, as the number of base hypotheses becomes larger, boosting can lead to a deterioration of test performance. Overfitting is an important and ubiquitous phenomenon, especially in regression settings. To avoid overfitting, we consider using l1l_1

2015-10-09abs ↗pdf ↗

In this paper, we derive a novel probabilistic model of boosting as a Product of Experts. We re-derive the boosting algorithm as a greedy incremental model selection procedure which ensures that addition of new experts to the ensemble does not decrease the likelihood of the data. These learning rules lead to a generic …

2012-02-14abs ↗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 ↗

We introduce a useful tool for analyzing boosting algorithms called the ``smooth margin function,'' a differentiable approximation of the usual margin for boosting algorithms. We present two boosting algorithms based on this smooth margin, ``coordinate ascent boosting'' and ``approximate coordinate ascent boosting,'' w…

2008-03-28abs ↗pdf ↗

The study provides statistical guarantees for Bayesian variational boosting.

problem Statistical and convergence issues in variational boosting.
method Proposed a novel variational family and a functional Frank-Wolfe optimization algorithm.
result Demonstrated stochastic boundedness and provided convergence rate for boosting iterates.

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 ↗

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 ↗

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.

Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with many explanatory variables. The robust boosting algorithm is based on a two-stag…

2020-02-06abs ↗pdf ↗

Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting with respect to any convex objective and introduce a new measure of weak learner p…

2011-05-10abs ↗pdf ↗

Boosting is one of the most successful ideas in machine learning. The most well-accepted explanations for the low generalization error of boosting algorithms such as AdaBoost stem from margin theory. The study of margins in the context of boosting algorithms was initiated by Schapire, Freund, Bartlett and Lee (1998) an…

2019-09-27abs ↗pdf ↗

This paper presents a general iterative bias correction procedure for regression smoothers. This bias reduction schema is shown to correspond operationally to the L2L_2 Boosting algorithm and provides a new statistical interpretation for L2L_2 Boosting. We analyze the behavior of the Boosting algorithm applied to commo…

2008-01-30abs ↗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 ↗

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 ↗

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 ↗

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.

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 ↗

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.

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.

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.

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.

Label ranking is a prediction task which deals with learning a mapping between an instance and a ranking (i.e., order) of labels from a finite set, representing their relevance to the instance. Boosting is a well-known and reliable ensemble technique that was shown to often outperform other learning algorithms. While b…

2020-01-21abs ↗pdf ↗

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 ↗

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.

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 ↗

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 ↗

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 ↗

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.

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.

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.