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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.

168,932 papers · 148 categories

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16324864 · Jun 202019922001200920172026
48 results for tree-based boosting

We generate counterfactual explanations for tree-based boosting ensembles.

problem Understanding how tree-based models make predictions.
method Extending a method for random forests to GBDTs, accounting for tree sequential dependency and negative gradients.
result A method to generate counterfactual explanations for GBDTs.

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.

Develops a new method for decision trees using categorical variable structure.

problem Lack of structure in treating categorical variables as predictors.
method Introduces a mathematical framework to represent categorical structure and generalizes decision trees to utilize this structure.
result Improves prediction accuracy on weather data using the new method.

In this paper we introduce a significant improvement to the popular tree-based Stochastic Gradient Boosting algorithm using a wavelet decomposition of the trees. This approach is based on harmonic analysis and approximation theoretical elements, and as we show through extensive experimentation, our wavelet based method…

2018-05-07abs ↗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 ↗

New algorithm speeds up robustness verification for tree-based models.

problem Formal robustness verification of tree-based models, especially ensembles.
method Reformulated as max-clique problem on a multi-partite graph with bounded boxicity; developed efficient multi-level verification algorithm.
result Tight lower bounds on robustness of decision tree ensembles, hundreds of times faster than previous approach.

A new tree-based model for varying coefficients using CGBM.

problem Modeling varying coefficients with high dimensionality and complex interactions.
method Tree-based varying coefficient model with CGBM for varying coefficients, dimension-wise early stopping, and feature importance scores.
result The model produces comparable out-of-sample loss to neural networks, demonstrating effectiveness.

Unified probabilistic gradient boosting for entire conditional distribution modeling.

problem Creating accurate probabilistic forecasts from regression tasks.
method Unified probabilistic gradient boosting framework using XGBoost and LightGBM, modeling conditional moments or CDF via Normalizing Flows.
result Achieves state-of-the-art forecast accuracy.

Infinitesimal boosting converges to a deterministic process in large sample limit.

problem Characterizing the asymptotic behavior of infinitesimal gradient boosting in large sample sizes.
method Proving convergence to a deterministic process using large sample theory and differential equations.
result The test error decreases over time in the population limit.

Local MDI+ improves feature importance for tree-based models, enhancing interpretability and performance.

problem Lack of instance-specific feature importance for tree-based models.
method Local MDI+ extends MDI+ framework to provide instance-specific feature importances.
result Local MDI+ outperforms existing baselines, improving predictive performance by 10%.

We explore the use of random forest and gradient boosting, two powerful tree-based machine learning algorithms, for the detection of cosmic strings in maps of the cosmic microwave background (CMB), through their unique Gott-Kaiser-Stebbins effect on the temperature anisotropies.The information in the maps is compressed…

2018-01-12abs ↗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.

Wasserstein gradient boosting predicts probability distributions for supervised learning.

problem Distribution-valued supervised learning where outputs are probability distributions.
method Fits a new weak learner to Wasserstein gradients of loss functionals of probability distributions.
result Superior performance in probabilistic prediction compared to existing methods.

Although adversarial examples and model robustness have been extensively studied in the context of linear models and neural networks, research on this issue in tree-based models and how to make tree-based models robust against adversarial examples is still limited. In this paper, we show that tree based models are also…

2019-02-27abs ↗pdf ↗

Boosting algorithms improve delivery time prediction in postal services.

problem Challenges in long-term travel time prediction for postal services.
method Investigated linear regression models, tree-based ensembles (random forest, bagging, boosting), and compared their performance.
result Boosting algorithms, especially light gradient boosting and catboost, outperform other methods in accuracy and runtime efficiency.

Improves tree-based models' interpretability for medical applications.

problem Lack of explainability in tree-based models.
method Developed new algorithms and tools for local and global model understanding.
result Combining local explanations reveals global model structure and identifies non-linear interactions.

Given functional data from a survival process with time-dependent covariates, we derive a smooth convex representation for its nonparametric log-likelihood functional and obtain its functional gradient. From this, we devise a generic gradient boosting procedure for estimating the hazard function nonparametrically. An i…

2017-01-27abs ↗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%.

BoXHED boosts hazard estimation for dynamic health risk scores.

problem Analyzing time-varying health vitals for disease onset prediction.
method Gradient boosting for nonparametric hazard function estimation with time-dependent covariates.
result Novel interaction effects among risk factors identified in cardiovascular disease onset data.

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.

This study compares machine learning algorithms for predictive performance and interpretability.

problem Comparing supervised machine learning algorithms for predictive ability and model interpretation.
method Simulation studies of extreme gradient boosting machines, random forests, and feedforward neural networks on structured data.
result Feedforward neural networks generally outperform tree-based boosting algorithms in smooth models, while tree-based models perform better in non-smooth models.

Dynamic CBDT improves treatment effect estimation in clinical data.

problem Estimating heterogeneous treatment effects in observational data with high accuracy and interpretability.
method Dynamic Regularized Causal Boosted Decision Trees (CBDT) integrating variance regularization and calibration.
result Significantly improved estimation accuracy and reliable coverage of true treatment effects.

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.

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 ↗

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.

New methods compare local and global feature importance scores for bioinformatics models.

problem Improving feature importance estimation in tree-based models.
method Comparison of SHAP values and Conditional Feature Contributions (CFCs) for 164 bioinformatics problems.
result SHAP values and CFCs yield similar rankings and interpretations for random forests.

Double descent observed in tree-based models for genomic prediction.

problem Understanding the generalization behavior of tree-based models in machine learning.
method Systematic variation of model complexity in a genomic prediction task using whole-genome sequencing data.
result Double descent emerges only when complexity is scaled jointly across learner capacity and ensemble size.

Enhanced Random Forests outperform XGBoost across binary classification datasets.

problem Improving performance of Random Forests in binary classification.
method Adaptive sample and model weighting, iterative algorithm for sample weights, personalized tree weighting schemes.
result Significantly outperforms XGBoost across 15 binary classification datasets.