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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.

168,657 papers · 148 categories

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55110165220 · Jun 202019922001200920172026
48 results for power boost

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 ↗

This paper introduces Stochastic Gradient Langevin Boosting (SGLB) - a powerful and efficient machine learning framework that may deal with a wide range of loss functions and has provable generalization guarantees. The method is based on a special form of the Langevin diffusion equation specifically designed for gradie…

2020-01-20abs ↗pdf ↗

pGMM kernel outperforms ordinary ridge regression and RBF kernel ridge regression without tuning.

problem Comparing pGMM kernel regression with other ridge regression methods.
method Implemented and compared pGMM kernel regression with ordinary ridge regression and RBF kernel ridge regression.
result pGMM kernel performs well without tuning and can match boosted trees with parameter tuning.

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…

2019-05-11abs ↗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 ↗

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.

This paper develops an ensemble learning-based linearization approach for power flow, which differs from the network-parameter based direct current (DC) power flow or other extended versions of linearization. As a novel data-driven linearization through data mining, it firstly applies the polynomial regression (PR) as …

2019-10-18abs ↗pdf ↗

Statistical boosting algorithms have triggered a lot of research during the last decade. They combine a powerful machine-learning approach with classical statistical modelling, offering various practical advantages like automated variable selection and implicit regularization of effect estimates. They are extremely fle…

2017-02-27abs ↗pdf ↗

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.

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.

Boost-and-Skip generates minority samples without guidance, faster and more effectively.

problem Generating minority samples in low-density regions of a data manifold.
method Boost-and-Skip approach with variance-boosted initialization and timestep skipping.
result Boost-and-Skip effectively promotes the emergence of underrepresented minority features.

PKB framework boosts genomic data analysis by integrating pathway knowledge.

problem Boosting discovery power and connecting new findings with biological mechanisms in genomic data.
method Pathway-based Kernel Boosting (PKB) framework integrating clinical and pathway information for prediction of various outcomes.
result PKB substantially outperforms other methods in predicting drug response and cancer survival.

In the recent years more and more high-dimensional data sets, where the number of parameters pp is high compared to the number of observations nn or even larger, are available for applied researchers. Boosting algorithms represent one of the major advances in machine learning and statistics in recent years and are su…

2017-02-10abs ↗pdf ↗

Boosted GFlowNets improve exploration by sequentially training GFlowNets with residual rewards.

problem GFlowNets struggle to evenly explore reward landscapes, leading to poor coverage of high-reward areas.
method Sequential training of an ensemble of GFlowNets, each optimizing a residual reward.
result Boosted GFlowNets achieve better exploration and sample diversity on multimodal benchmarks and peptide design tasks.

Uplift modeling is an area of machine learning which aims at predicting the causal effect of some action on a given individual. The action may be a medical procedure, marketing campaign, or any other circumstance controlled by the experimenter. Building an uplift model requires two training sets: the treatment group, w…

2018-07-20abs ↗pdf ↗

StochasticRank optimizes ranking metrics efficiently and guarantees global convergence.

problem Optimizing discrete ranking metrics due to their ill-posed nature.
method Stochastic smoothing, gradient estimate, debiasing, and Stochastic Gradient Langevin Boosting.
result Global convergence and superior performance on ranking datasets.

GBM outperforms DL in credit scoring tasks, but performance depends on dataset.

problem Benchmarking deep learning vs. gradient boosting for credit scoring.
method Used three datasets with different features to compare DL and GBM.
result GBM is more powerful and faster than DL for credit scoring.

This work improves adversarial robustness by boosting model ensembles with margin maximization.

problem Single models are insufficient for defending against adversarial attacks.
method Margin-boosting approach to learn ensembles with maximum margin.
result Our algorithm outperforms existing ensembling techniques and large models trained end-to-end.

Residual Networks (ResNets) have become state-of-the-art models in deep learning and several theoretical studies have been devoted to understanding why ResNet works so well. One attractive viewpoint on ResNet is that it is optimizing the risk in a functional space by combining an ensemble of effective features. In this…

2018-02-25abs ↗pdf ↗

Machine learning boosts RCT efficiency by controlling type I error and improving statistical power.

problem Improving statistical efficiency in RCTs with complex covariate adjustments.
method Machine learning-assisted adjustment under Rosenbaum's framework for exact tests.
result The proposed method robustly controls type I error and significantly boosts statistical efficiency.

Gradient Boosting Machine (GBM) is an extremely powerful supervised learning algorithm that is widely used in practice. GBM routinely features as a leading algorithm in machine learning competitions such as Kaggle and the KDDCup. In this work, we propose Accelerated Gradient Boosting Machine (AGBM) by incorporating Nes…

2019-03-20abs ↗pdf ↗

Simulation study evaluates tree-based imputation methods for multi-level data.

problem Ignoring dependencies in hierarchical data can compromise imputation accuracy.
method Chained Random Forests and Extreme Gradient Boosting (mixgb) adapted for multi-level data.
result Adapted boosting methods outperform traditional MICE for Level-1 variables at higher missingness rates.

We present a novel tractable generative model that extends Sum-Product Networks (SPNs) and significantly boosts their power. We call it Sum-Product-Quotient Networks (SPQNs), whose core concept is to incorporate conditional distributions into the model by direct computation using quotient nodes, e.g. $P(A|B) = \frac{P(…

2017-10-12abs ↗pdf ↗

Investor sentiment improves model accuracy but complexity doesn't always boost predictive power.

problem Determining the optimal complexity of investor sentiment measures in asset pricing models.
method Comprehensive review of 71 papers from 2000-2021, analyzing various sentiment measures and models.
result Higher complexity of sentiment measures does not necessarily improve predictive power.

Proposes a two-stage method for estimating heterogeneous treatment effects using gradient boosting trees.

problem Estimating heterogeneous treatment effects in randomized clinical trials with high-dimensional predictive markers.
method Two-stage statistical learning procedure using gradient boosting trees (XGBoost) to estimate main effects and HTE.
result Improves efficiency in estimating heterogeneous treatment effects through nonparametric function estimation.

Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first step of this approach. The second step of this approach is to develop a suitable r…

2017-07-24abs ↗pdf ↗

GCWSNet improves neural network training speed and accuracy with power transformation.

problem Training deep neural networks efficiently and accurately.
method Developed GCWS for hashing powered-GMM kernel, enabling power transformation on data.
result GCWSNet often improves classification accuracy and converges faster with one epoch.