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.
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 l1…
Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a functional variable. This paper proposes to build upon the proximal point algorithm, wh…
Boosting combines weak (biased) learners to obtain effective learning algorithms for classification and prediction. In this paper, we show a connection between boosting and kernel-based methods, highlighting both theoretical and practical applications. In the context of ℓ2 boosting, we start with a weak linear le…
Bagging and boosting are proved to be the best methods of building multiple classifiers in classification combination problems. In the area of "flat clustering" problems, it is also recognized that multi-clustering methods based on boosting provide clusterings of an improved quality. In this paper, we introduce a novel…
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…
We prove that L2-Boosting lacks a theoretical property which is central to the behaviour of l1-penalized methods such as basis pursuit and the Lasso: Whereas l1-penalized methods are guaranteed to recover the sparse parameter vector in a high-dimensional linear model under an appropriate restricted nullspace property, …
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…
Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting generative models, which cascades meta-models together to produce a stronger mod…
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models exist along a spectrum, revealing never-before-known connections between these t…
In this paper we analyze boosting algorithms in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting algorithms in linear regression, namely the incremental forward stagewise algorithm (FSε) and least squares boosting (LS-Boost($…
BoostTransformer uses boosting to improve transformer efficiency and accuracy.
problem Heavy computational resources and hyperparameter tuning in transformer architectures.
method Augments transformers with boosting principles through subgrid token selection and importance-weighted sampling, incorporating a least square boosting objective directly into the pipeline.
result BoostTransformer demonstrates faster convergence and higher accuracy compared to standard transformers.
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(k21) rate for general convex losses.
result Achieves globally convergent second-order GBDT algorithm with rate matching first-order boosting.
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.…