We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner that permits likelihood evaluation, including recent deep expressive models. Further, our approach allows the ensemble to include discriminative models trained to distinguish real data from model-generated data. We show theoretical conditions under which incorporating a new model in the ensemble will improve the fit and empirically demonstrate the effectiveness of our black-box boosting algorithms on density estimation, classification, and sample generation on benchmark datasets for a wide range of generative models.
This paper examines a novel gradient boosting framework for regression. We regularize gradient boosted trees by introducing subsampling and employ a modified shrinkage algorithm so that at every boosting stage the estimate is given by an average of trees. The resulting algorithm, titled Boulevard, is shown to converge as the number of trees grows. We also demonstrate a central limit theorem for this limit, allowing a characterization of uncertainty for predictions. A simulation study and real world examples provide support for both the predictive accuracy of the model and its limiting behavior…
We explore a framework called boosted Markov networks to combine the learning capacity of boosting and the rich modeling semantics of Markov networks and applying the framework for video-based activity recognition. Importantly, we extend the framework to incorporate hidden variables. We show how the framework can be applied for both model learning and feature selection. We demonstrate that boosted Markov networks with hidden variables perform comparably with the standard maximum likelihood estimation. However, our framework is able to learn sparse models, and therefore can provide computationa…
Data61, CSIRO（澳大利亚联邦科学与工业研究组织数据61所）；The Australian National University（澳大利亚国立大学）；The University of Sydney（悉尼大学）
There has recently been a steady increase in the number iterative approaches to density estimation. However, an accompanying burst of formal convergence guarantees has not followed; all results pay the price of heavy assumptions which are often unrealistic or hard to check. The Generative Adversarial Network (GAN) literature --- seemingly orthogonal to the aforementioned pursuit --- has had the side effect of a renewed interest in variational divergence minimisation (notably $f$-GAN). We show that by introducing a weak learning assumption (in the sense of the classical boosting framework) we a…
TF Boosted Trees (TFBT) is a new open-sourced frame-work for the distributed training of gradient boosted trees. It is based on TensorFlow, and its distinguishing features include a novel architecture, automatic loss differentiation, layer-by-layer boosting that results in smaller ensembles and faster prediction, principled multi-class handling, and a number of regularization techniques to prevent overfitting.
University of Pennsylvania（宾夕法尼亚大学）；University of California, San Francisco（加利福尼亚大学旧金山分校）；University of Maryland Medical Center（马里兰大学医学中心）
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 two approaches. This paper introduces a novel technique called tree-structured boosting for creating a single decision tree, and shows that this method can produce models equivalent to CART or gradient boosted stumps at the extremes by varying a single parameter. Although tree-str…
This paper extends recent work on boosting random forests to model non-Gaussian responses. Given an exponential family $\mathbb{E}[Y|X] = g^{-1}(f(X))$ our goal is to obtain an estimate for $f$. We start with an MLE-type estimate in the link space and then define generalised residuals from it. We use these residuals and some corresponding weights to fit a base random forest and then repeat the same to obtain a boost random forest. We call the sum of these three estimators a \textit{generalised boosted forest}. We show with simulated and real data that both the random forest steps reduces test-…
In this paper we propose using the principle of boosting to reduce the bias of a random forest prediction in the regression setting. From the original random forest fit we extract the residuals and then fit another random forest to these residuals. We call the sum of these two random forests a \textit{one-step boosted forest}. We show with simulated and real data that the one-step boosted forest has a reduced bias compared to the original random forest. The paper also provides a variance estimate of the one-step boosted forest by an extension of the infinitesimal Jackknife estimator. Using thi…
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) and has inspired numerous boosting algorithms and generalization bounds. To date, the strongest known generalization (upper bound) is the $k$th margin bound of Gao and Zhou (2013). Despite the numerous generalization upper bounds that have been proved over the last two decades, not…
Combining the merits of both denoising diffusion probabilistic models and gradient boosting, the diffusion boosting paradigm is introduced for tackling supervised learning problems. We develop Diffusion Boosted Trees (DBT), which can be viewed as both a new denoising diffusion generative model parameterized by decision trees (one single tree for each diffusion timestep), and a new boosting algorithm that combines the weak learners into a strong learner of conditional distributions without making explicit parametric assumptions on their density forms. We demonstrate through experiments the adva…
We propose two frameworks to deal with problem settings in which both structured and unstructured data are available. Structured data problems are best solved by traditional machine learning models such as boosting and tree-based algorithms, whereas deep learning has been widely applied to problems dealing with images, text, audio, and other unstructured data sources. However, for the setting in which both structured and unstructured data are accessible, it is not obvious what the best modeling approach is to enhance performance on both data sources simultaneously. Our proposed frameworks allo…
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-valued trees to vector-valued trees. This allows individual trees to be used as multiclass classifiers, rather than requiring one tree per class, and drastically reduces the model size required for multiclass problems. We also show that some other popular vector-valued gradient boos…
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 model. Any hidden variable meta-model (e.g., RBM and VAE) which supports likelihood evaluation can be leveraged. We derive a decomposable variational lower bound of the boosted model, which allows each meta-model to be trained separately and greedily. Besides, our framework can be e…
PALO ALTO NETWORKS（帕洛阿尔托网络公司）；ADVANCED APPLIED AI RESEARCH（高级应用人工智能研究院）
Time series forecasting is a fundamental task emerging from diverse data-driven applications. Many advanced autoregressive methods such as ARIMA were used to develop forecasting models. Recently, deep learning based methods such as DeepAr, NeuralProphet, Seq2Seq have been explored for time series forecasting problem. In this paper, we propose a novel time series forecast model, DeepGB. We formulate and implement a variant of Gradient boosting wherein the weak learners are DNNs whose weights are incrementally found in a greedy manner over iterations. In particular, we develop a new embedding ar…
Data61（数据61中心）；the Australian National University（澳大利亚国立大学）
Boosted ensemble of decision tree (DT) classifiers are extremely popular in international competitions, yet to our knowledge nothing is formally known on how to make them \textit{also} differential private (DP), up to the point that random forests currently reign supreme in the DP stage. Our paper starts with the proof that the privacy vs boosting picture for DT involves a notable and general technical tradeoff: the sensitivity tends to increase with the boosting rate of the loss, for any proper loss. DT induction algorithms being fundamentally iterative, our finding implies non-trivial choice…
This paper proposes a boosting-based solution addressing metric learning problems for high-dimensional data. Distance measures have been used as natural measures of (dis)similarity and served as the foundation of various learning methods. The efficiency of distance-based learning methods heavily depends on the chosen distance metric. With increasing dimensionality and complexity of data, however, traditional metric learning methods suffer from poor scalability and the limitation due to linearity as the true signals are usually embedded within a low-dimensional nonlinear subspace. In this paper…
University of Twente（特文特大学）；Renmin University of China（中国人民大学）；Peking University（北京大学）
In this paper, we propose a gradient boosting algorithm for large-scale regression problems called \textit{Gradient Boosted Binary Histogram Ensemble} (GBBHE) based on binary histogram partition and ensemble learning. From the theoretical perspective, by assuming the Hölder continuity of the target function, we establish the statistical convergence rate of GBBHE in the space $C^{0,α}$ and $C^{1,0}$, where a lower bound of the convergence rate for the base learner demonstrates the advantage of boosting. Moreover, in the space $C^{1,0}$, we prove that the number of iterations to achieve the fast…
University of Maryland（马里兰大学）；Mitsubishi Electric Research Laboratories（三菱电机研究实验室）；Johns Hopkins University（约翰斯·霍普金斯大学）
Boosting is a method for finding a highly accurate hypothesis by linearly combining many ``weak" hypotheses, each of which may be only moderately accurate. Thus, boosting is a method for learning an ensemble of classifiers. While boosting has been shown to be very effective for decision trees, its impact on neural networks has not been extensively studied. We prove one important difference between sums of decision trees compared to sums of convolutional neural networks (CNNs) which is that a sum of decision trees cannot be represented by a single decision tree with the same number of parameter…
Boosting is one of the most successful ideas in machine learning, achieving great practical performance with little fine-tuning. The success of boosted classifiers is most often attributed to improvements in margins. The focus on margin explanations was pioneered in the seminal work by Schapire et al. (1998) and has culminated in the $k$'th margin generalization bound by Gao and Zhou (2013), which was recently proved to be near-tight for some data distributions (Gronlund et al. 2019). In this work, we first demonstrate that the $k$'th margin bound is inadequate in explaining the performance of…
Simon Fraser University（西蒙弗雷泽大学）；Boston University（波士顿大学）
Protecting the privacy of people whose data is used by machine learning algorithms is important. Differential Privacy is the appropriate mathematical framework for formal guarantees of privacy, and boosted decision trees are a popular machine learning technique. So we propose and test a practical algorithm for boosting decision trees that guarantees differential privacy. Privacy is enforced because our booster never puts too much weight on any one example; this ensures that each individual's data never influences a single tree "too much." Experiments show that this boosting algorithm can produ…
University of Maryland（马里兰大学）；Amazon（亚马逊）；Shanghai Jiao Tong University（上海交通大学）
For supervised learning with tabular data, decision tree ensembles produced via boosting techniques generally dominate real-world applications involving iid training/test sets. However for graph data where the iid assumption is violated due to structured relations between samples, it remains unclear how to best incorporate this structure within existing boosting pipelines. To this end, we propose a generalized framework for iterating boosting with graph propagation steps that share node/sample information across edges connecting related samples. Unlike previous efforts to integrate graph-based…
BITS Pilani, K K Birla Goa Campus（比拉理工学院皮拉尼校区果阿分校）；Harvard Medical School（哈佛医学院）
Reliability of machine learning (ML) systems is crucial in safety-critical applications such as healthcare, and uncertainty estimation is a widely researched method to highlight the confidence of ML systems in deployment. Sequential and parallel ensemble techniques have shown improved performance of ML systems in multi-modal settings by leveraging the feature sets together. We propose an uncertainty-aware boosting technique for multi-modal ensembling in order to focus on the data points with higher associated uncertainty estimates, rather than the ones with higher loss values. We evaluate this…
School of Computation, Information and Technology, Technical University of Munich（计算、信息与技术学院，慕尼黑技术大学）；Helmholtz Munich（海德堡-慕尼黑研究中心）；Tübingen AI Center, University of Tübingen（图宾根人工智能中心，图宾根大学）
Automunge is a tabular preprocessing library that encodes dataframes for supervised learning. When selecting a default feature encoding strategy for gradient boosted learning, one may consider metrics of training duration and achieved predictive performance associated with the feature representations. Automunge offers a default of binarization for categoric features and z-score normalization for numeric. The presented study sought to validate those defaults by way of benchmarking on a series of diverse data sets by encoding variations with tuned gradient boosted learning. We found that on aver…
Often machine learning methods are applied and results reported in cases where there is little to no information concerning accuracy of the output. Simply because a computer program returns a result does not insure its validity. If decisions are to be made based on such results it is important to have some notion of their veracity. Contrast trees represent a new approach for assessing the accuracy of many types of machine learning estimates that are not amenable to standard (cross) validation methods. In situations where inaccuracies are detected boosted contrast trees can often improve perfor…
Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）；Google Brain（谷歌大脑）
Generative Adversarial Networks (GAN) (Goodfellow et al., 2014) are an effective method for training generative models of complex data such as natural images. However, they are notoriously hard to train and can suffer from the problem of missing modes where the model is not able to produce examples in certain regions of the space. We propose an iterative procedure, called AdaGAN, where at every step we add a new component into a mixture model by running a GAN algorithm on a reweighted sample. This is inspired by boosting algorithms, where many potentially weak individual predictors are greedil…
Vital signs including heart rate, respiratory rate, body temperature and blood pressure, are critical in the clinical decision making process. Effective early prediction of vital signs help to alert medical practitioner ahead of time and may prevent adverse health outcomes. In this paper, we suggest a new approach called generative boosting, in order to effectively perform early prediction of vital signs. Generative boosting consists of a generative model, to generate synthetic data for next few time steps, and several predictive models, to directly make long-range predictions based on observe…
Classifier evasion consists in finding for a given instance $x$ the nearest instance $x'$ such that the classifier predictions of $x$ and $x'$ 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 Mixed Integer Linear Program solver and finds the optimal evading instance under an expressive set of constraints. Our second algorithm trades off optimality for speed by using symbolic prediction, a novel algorithm for fast finite differences on tree ensembles. On a digit recognitio…
Tencent AI Lab（腾讯人工智能实验室）；The Pennsylvania State University（宾夕法尼亚州立大学）
Offline reinforcement learning (RL) tries to learn the near-optimal policy with recorded offline experience without online exploration. Current offline RL research includes: 1) generative modeling, i.e., approximating a policy using fixed data; and 2) learning the state-action value function. While most research focuses on the state-action function part through reducing the bootstrapping error in value function approximation induced by the distribution shift of training data, the effects of error propagation in generative modeling have been neglected. In this paper, we analyze the error in gen…
We propose to use boosted regression trees as a way to compute human-interpretable solutions to reinforcement learning problems. Boosting combines several regression trees to improve their accuracy without significantly reducing their inherent interpretability. Prior work has focused independently on reinforcement learning and on interpretable machine learning, but there has been little progress in interpretable reinforcement learning. Our experimental results show that boosted regression trees compute solutions that are both interpretable and match the quality of leading reinforcement learnin…
RealAI（瑞莱智慧）；Peng Cheng Laboratory（鹏城实验室）；Pazhou Laboratory（琶洲实验室）；Tsinghua University（清华大学）；Sea AI Lab（Sea人工智能实验室）
Transfer-based adversarial attacks can evaluate model robustness in the black-box setting. Several methods have demonstrated impressive untargeted transferability, however, it is still challenging to efficiently produce targeted transferability. To this end, we develop a simple yet effective framework to craft targeted transfer-based adversarial examples, applying a hierarchical generative network. In particular, we contribute to amortized designs that well adapt to multi-class targeted attacks. Extensive experiments on ImageNet show that our method improves the success rates of targeted black…
Washington University in St. Louis（圣路易斯华盛顿大学）；Microsoft Research（微软研究院）
As machine learning transitions increasingly towards real world applications controlling the test-time cost of algorithms becomes more and more crucial. Recent work, such as the Greedy Miser and Speedboost, incorporate test-time budget constraints into the training procedure and learn classifiers that provably stay within budget (in expectation). However, so far, these algorithms are limited to the supervised learning scenario where sufficient amounts of labeled data are available. In this paper we investigate the common scenario where labeled data is scarce but unlabeled data is available in …
University of Southern California（南加州大学）；AI Foundations, IBM Thomas J. Watson Research Center（IBM托马斯·J·沃森研究中心AI基础部门）；Binghamton University, SUNY（纽约州立大学宾汉姆顿大学）；IBM Thomas J. Watson Research Center（IBM托马斯·J·沃森研究中心）
The rapid growth of Electronic Health Records (EHRs), as well as the accompanied opportunities in Data-Driven Healthcare (DDH), has been attracting widespread interests and attentions. Recent progress in the design and applications of deep learning methods has shown promising results and is forcing massive changes in healthcare academia and industry, but most of these methods rely on massive labeled data. In this work, we propose a general deep learning framework which is able to boost risk prediction performance with limited EHR data. Our model takes a modified generative adversarial network …
University of Arkansas（阿肯色大学）；Arizona State University（亚利桑那州立大学）
Recurrence data arise from multi-disciplinary domains spanning reliability, cyber security, healthcare, online retailing, etc. This paper investigates an additive-tree-based approach, known as Boost-R (Boosting for Recurrence Data), for recurrent event data with both static and dynamic features. Boost-R constructs an ensemble of gradient boosted additive trees to estimate the cumulative intensity function of the recurrent event process, where a new tree is added to the ensemble by minimizing the regularized L2 distance between the observed and predicted cumulative intensity. Unlike conventiona…
The proliferation of medical monitoring devices makes it possible to track health vitals at high frequency, enabling the development of dynamic health risk scores that change with the underlying readings. Survival analysis, in particular hazard estimation, is well-suited to analyzing this stream of data to predict disease onset as a function of the time-varying vitals. This paper introduces the software package BoXHED (pronounced 'box-head') for nonparametrically estimating hazard functions via gradient boosting. BoXHED 1.0 is a novel tree-based implementation of the generic estimator proposed…
Anomaly detection is often considered a challenging field of machine learning due to the difficulty of obtaining anomalous samples for training and the need to obtain a sufficient amount of training data. In recent years, autoencoders have been shown to be effective anomaly detectors that train only on "normal" data. Generative adversarial networks (GANs) have been used to generate additional training samples for classifiers, thus making them more accurate and robust. However, in anomaly detection GANs are only used to reconstruct existing samples rather than to generate additional ones. This …
Indian Institute of Technology Madras（印度理工学院马德拉斯分校）
Autoencoders are a category of neural networks with applications in numerous domains and hence, improvement of their performance is gaining substantial interest from the machine learning community. Ensemble methods, such as boosting, are often adopted to enhance the performance of regular neural networks. In this work, we discuss the challenges associated with boosting autoencoders and propose a framework to overcome them. The proposed method ensures that the advantages of boosting are realized when either output (encoded or reconstructed) is used. The usefulness of the boosted ensemble is dem…
Częstochowa University of Technology（琴斯托霍瓦工业大学）；Facebook（脸书）
Time series forecasting is a challenging problem particularly when a time series expresses multiple seasonality, nonlinear trend and varying variance. In this work, to forecast complex time series, we propose ensemble learning which is based on randomized neural networks, and boosted in three ways. These comprise ensemble learning based on residuals, corrected targets and opposed response. The latter two methods are employed to ensure similar forecasting tasks are solved by all ensemble members, which justifies the use of exactly the same base models at all stages of ensembling. Unification of…
In machine learning, boosting is one of the most popular methods that designed to combine multiple base learners to a superior one. The well-known Boosted Decision Tree classifier, has been widely adopted in many areas. In the big data era, the data held by individual and entities, like personal images, browsing history and census information, are more likely to contain sensitive information. The privacy concern raises when such data leaves the hand of the owners and be further explored or mined. Such privacy issue demands that the machine learning algorithm should be privacy aware. Recently, …
Inductive inference of gradient-boosted decision trees on graphs for insurance fraud detection
Data Office, Allianz Benelux（Allianz Benelux 数据办公室）；KU Leuven University of Antwerp-imec（安特卫普-imec 联合大学KU Leuven）；KU Leuven；University of Antwerp-imec（安特卫普-imec 大学）
Department of Computer Science, Tufts University（塔夫茨大学计算机科学系）
Despite experimental and curation efforts, the extent of enzyme promiscuity on substrates continues to be largely unexplored and under documented. Recommender systems (RS), which are currently unexplored for the enzyme-substrate interaction prediction problem, can be utilized to provide enzyme recommendations for substrates, and vice versa. The performance of Collaborative-Filtering (CF) recommender systems however hinges on the quality of embedding vectors of users and items (enzymes and substrates in our case). Importantly, enhancing CF embeddings with heterogeneous auxiliary data, specially…
Federated Learning (FL) is an approach to collaboratively train a model across multiple parties without sharing data between parties or an aggregator. It is used both in the consumer domain to protect personal data as well as in enterprise settings, where dealing with data domicile regulation and the pragmatics of data silos are the main drivers. While gradient boosted tree implementations such as XGBoost have been very successful for many use cases, its federated learning adaptations tend to be very slow due to using cryptographic and privacy methods and have not experienced widespread use. W…
Faculty of Economics and Business, KU Leuven（比利时鲁汶大学经济与管理学院）；LRisk, Leuven Research Center on Insurance and Financial Risk Analysis, KU Leuven（比利时鲁汶大学保险与金融风险分析研究中心（LRisk））；École d’actuariat, Université Laval（加拿大拉瓦尔大学精算学院）；Faculty of Economics and Business, University of Amsterdam（荷兰阿姆斯特丹大学经济与管理学院）；Faculty of Economics and Business, KU Leuven, Belgium（比利时鲁汶大学经济与管理学院）；LRisk, Leuven Research Center on Insurance and Financial Risk Analysis, KU Leuven, Belgium（比利时鲁汶大学保险与金融风险分析研究中心（LRisk））
Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods to develop full tariff plans built from both the frequency and severity of claims. We adapt the loss functions used in the algorithms such that the specific characteristics of insurance data are carefully incorporated: highly unbalanced count data with excess zeros and varying exposure on the frequency side combined with scarce, but potentially long-tailed data on the severity side. A key requirement is the need for t…
MIT Lincoln Laboratory（麻省理工学院林肯实验室）；University of Illinois at Chicago（伊利诺伊大学芝加哥分校）
Learning the right graph representation from noisy, multi-source data has garnered significant interest in recent years. A central tenet of this problem is relational learning. Here the objective is to incorporate the partial information each data source gives us in a way that captures the true underlying relationships. To address this challenge, we present a general, boosting-inspired framework for combining weak evidence of entity associations into a robust similarity metric. Building on previous work, we explore the extent to which different local quality measurements yield graph representa…
