Gradient-Boosted Decision Trees

Also known as GBDT

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2 papers in the last four weeks, down 33% on the four weeks before. 0.0% of all new papers.

Jul 13Week of Sep 28

Latest papers 35

Oct 1, 2026cs.CV

Comparing a gradient boosting algorithm to the GOES FDC for wildfire detection

Wildfires pose severe risks to human life, ecosystems, and property. This study presents a machine learning approach for wildfire detection from GOES ABI imagery. A CatBoost model was trained on a large dataset with thousands of ABI images and over 300,000 matching VIIRS fire detections. An evaluation on a separate dataset across five regions showed that the learned CatBoost model outperformed the operational GOES Fire Detection and Characterization (FDC) product. It achieved higher precision, recall, and F1 scores both within and outside the training area. The CatBoost model achieved F1 scores that were 0.16 to 0.38 higher than the GOES FDC in all regions. In addition, out of 51 historical fire events, the CatBoost detected 26 fires before both VIIRS and GOES FDC, compared to only six earlier detections by the GOES FDC. Importantly, the CatBoost model achieved accurate wildfire detection also during nighttime, whereas the GOES FDC obtained very low recall values, around 0.03. This study demonstrates that machine learning models may offer significant improvements over existing geostationary fire products, including higher accuracy, fewer false alarms, and earlier detection.

Asaf Vanunu, Boaz Nadler, Arnon Karnieli

The Albert Katz International School for Desert Studies, The Jacob Blaustein Institutes for Desert Research, Sde Boker Campus, Ben-Gurion University of the Negev, Midreshet Ben-Gurion 84990, Israel · The Goldman Sonnenfeldt School of Sustainability and Climate Change, Ben-Gurion University of the Negev, Beer Sheva 8410501, Israel · The Remote Sensing Laboratory, French Associates Institute for Agriculture and Biotechnology of Drylands, The Jacob Blaustein Institutes for Desert Research, Sde Boker Campus, Ben-Gurion University of the Negev, 84990, Israel +1

Gradient-Boosted Decision Trees Wildfire Detection Remote Sensing

Oct 1, 2026cs.LG

Fixing a Model That Learned Worse Cancer Means Lower Risk: Monotonic Constraints in Bladder Cancer Recurrence Prediction

Background and Objective: Clinicians expect recurrence risk to climb with cancer severity. In a UK multicentre trial, an unconstrained XGBoost model learnt that higher tumour stage and carcinoma in situ predicted lower recurrence risk, and discrimination, calibration, and SHAP were all blind to it. We developed a counterfactual testing framework to detect this inversion and a monotonic-constraint framework to remove it without hurting performance. Methods: BOXIT enrolled 472 patients with protocol-mandated cystoscopy across 51 UK sites (2007-2012); 435 had at least two years' follow-up (153 recurrences, 35.2%). We developed a counterfactual direction test and a monotonic-constraint correction, with constraint directions drawn from the EORTC and EAU risk systems, and evaluated both against unconstrained XGBoost and logistic regression on 18 predictors (seven directed) over 50 cross-validation folds. The test worsened each patient on one directed feature at a time to check whether risk fell; SHAP direction and calibration were also assessed. Key Findings and Limitations: Tumour stage and carcinoma in situ were associated with lower recurrence, opposite to medical intuition; the unconstrained model reversed carcinoma in situ counterfactuals in 90.2% of cases and stage in 74.3%. Discrimination (

Δ

AUC 0.005, p=0.47), calibration, and SHAP magnitude were all blind to the inversion. Monotonic constraints eliminated every violation at no cost to discrimination (0.723 vs 0.718) and outperformed EORTC (p=8.9e-16). Limitations: single trial, internal-external validation only. Conclusions and Clinical Implications: A model that had learned this inversion passed every conventional check. A counterfactual direction test, run as a single refit with pre-specified monotonic constraints, catches this failure at no cost to performance and should be routine before clinical deployment.

Saram Abbas, David Thomas, Naeem Soomro +3

School of Engineering, Newcastle University, Newcastle upon Tyne, UK · Electronics and Computer Science, University of Southampton, Southampton, UK · Department of Urology, Freeman Hospital, Newcastle upon Tyne, UK +1

Counterfactual Evaluation Gradient-Boosted Decision Trees Clinical Outcome Prediction Constrained Optimization Clinical Risk Prediction

Sep 3, 2026cs.LG

Local Updates, Global Learning (LUGL): Playing Games with non-incremental Learners

The dominance of Neural Networks (NNs) in RL is partially due to their incremental learning capability, which naturally suits the online, non-stationary nature of self-play training. However, gradient-boosted trees like LightGBM are widely recognised as the state of the art for tabular data in supervised learning, often outperforming NNs in accuracy and efficiency. Game states are inherently tabular---discrete actions, categorical card identities, structured board positions---which makes them an ideal candidate for tree-based methods. We introduce LUGL (Local Updates, Global Learning), a framework that decouples data collection from model fitting, enabling non-incremental learners such as GBTs to operate in RL settings where they would otherwise fail due to distributional shift. LUGL alternates between a local updates phase, where the agent plays self-play games and accumulates tabular updates (Q-values, V-values, policies, or regret values) in a finite table, and a global learning phase, where the table is used to train a function approximator that generalises to unseen states before the table is reset. We test our approach in four standard perfect-information games (Tic-tac-toe, Connect-4, Othello, and Hex) and five imperfect-information games (Kuhn's poker, Leduc Hold'em, Liar's Dice, Goofspiel, and Flop5 Hold'em), and show that our results are competitive with or superior to DQN and DeepCFR. Our experiments demonstrate that the community's strong bias towards NNs in game-playing may be unwarranted, since LightGBM-based agents achieve competitive or superior performance across all tested benchmarks.

David Milec, Spyridon Samothrakis, Michael Fairbank +1

Faculty of Electrical Engineering, Czech Technical University in Prague, Prague, Czech Republic · School of Computer Science and Electronic Engineering, University of Essex, Colchester, United Kingdom · Maastricht University, the Netherlands

Gradient-Boosted Decision Trees Game-Playing Agents Self-Play RL Incremental Learning

Aug 12, 2026cs.AR

FQTree: Fine-grained Quantization and Hardware Generation of Boosted Decision Trees

Boosted decision trees (BDTs) are widely used in latency-critical applications, but efficient hardware deployment remains challenging. Existing designs often rely on uniform or manually tuned fixed-point formats, which can introduce unnecessary hardware cost or accuracy loss. This work presents the FQTree algorithm{https://github.com/ecs-bristol/FQTree} for fine-grained quantization-aware training of BDTs, together with the QXGB framework for automatic hardware generation. FQTree introduces a hardware-oriented leaf-value quantization scheme that uses a global quantization step together with a tree-wise shift, enabling compact non-negative integer leaf representations, controlled clipping/pruning, and bias folding to reduce datapath cost. This work further applies this quantization during boosting so that later trees adapt to the errors of the already-quantized ensemble, and then lowers the trained model into low-latency hardware implementations through a compiler-based flow. Results on JSC, MNIST, and NID show that our method reduces LUT usage by 26-57% compared with the state-of-the-art FPGA-based BDT designs while matching or improving accuracy.

Zhiqiang Que, Chang Sun, Haiyang Wang +6

University of Bristol, UK · California Institute of Technology, USA · Imperial College London, UK

Gradient-Boosted Decision Trees Quantization-Aware Training FPGA Acceleration

Aug 11, 2026cs.LG

XGBoost "is all you need": the case of forecasting transmitted heat energy in District Heating Systems

This paper presents a comparative study of two distinct approaches, XGBoost and Long-Short Term Memory (LSTM), for forecasting transmitted heat energy in District Heating Systems (DHS). The objective is to explore scenarios in which conventional ML algorithms demonstrate better performance over deep learning networks in time series forecasting and the associated benefits in terms of computational cost and environmental impact. The study focuses on a real-world DHS dataset. Through experimentation and analysis, it is demonstrated that XGBoost consistently outperforms LSTM in this specific forecasting task. The difference is explained by the error distribution illustrating that LSTM makes more significant errors in the intervals of less data availability. The reduced computational demands of conventional ML approaches not only result in cost savings but also minimize the carbon footprint associated with data analysis tasks in energy systems.

Milan Zdravković

Faculty of Mechanical Engineering University of Niš ul. Aleksandra Medvedeva 14, 18000 Niš, Serbia

Gradient-Boosted Decision Trees Energy-Efficient ML Time Series Forecasting Long Short-Term Memory Networks

Aug 7, 2026cs.LG

Machine Learning and ARIMA Model Averaging for Adaptive Public Health Forecasting: Comparative Evaluation and an Ontario COVID-19 Case Study

Public health forecasts must respond to abrupt changes in surveillance data without over-extrapolating noise, reporting artifacts, or temporary trends. We evaluated autoregressive integrated moving average (ARIMA), random forest, and extreme gradient boosting (XGBoost) models using 190 weekly observations of publicly available Ontario COVID-19 case counts from January 2020 to October 2023. Rolling-origin time-series cross-validation preserved temporal order during model tuning and evaluation. Performance was assessed across three operating dimensions: responsiveness following selected turning points, forecast horizons of one to six weeks, and the amount of historical training data. We also developed Machine Learning and ARIMA Model Averaging (MLAMA), a non-negative performance-weighted ensemble with weights that vary by forecast horizon and responsiveness setting. Retrospective comparisons showed that ARIMA adapted rapidly after turning points but its normalized error increased at longer horizons. Random forest and XGBoost were less responsive initially but maintained more stable normalized error over longer horizons. For two-week forecasts at the end of the study period, training on the most recent data outperformed using longer historical periods, particularly for XGBoost. MLAMA achieved the lowest normalized mean absolute percentage error across most forecast horizons and ranked among the best-performing methods across responsiveness settings. These findings support selecting forecasting models according to operating conditions rather than relying on a single universally preferred approach. MLAMA provides a practical framework for combining complementary statistical and machine-learning forecasts. The accompanying Python package is currently maintained in a private repository while software validation and reproducibility testing are completed.

Yushu Zou, Ye Li, Johra Moosa +3

Public Health Ontario, Toronto, Canada · Division of Biostatistics, Dalla Lana School of Public Health, University of Toronto, Canada · Department of Laboratory Medicine and Pathobiology, University of Toronto, Canada +1

Epidemic Forecasting Gradient-Boosted Decision Trees Time Series Forecasting Forecasting Benchmarks Random Forest

Aug 4, 2026cs.LG

Double Descent in Gradient Boosting Decision Trees via Split-Candidate Scaling

Double descent is commonly studied by scaling an explicit capacity parameter, such as neural-network width. For gradient boosting decision trees (GBDTs), however, an analogous single-axis capacity parameter has not been established. We propose the number of split candidates as an operational capacity parameter for GBDTs. Holding other training controls fixed, increasing the split-candidate budget refines the feature-quantization grid and expands the dictionary of root-to-leaf paths from which boosting selects its updates. To analyze this expansion, we construct an empirical tree-kernel diagnostic that summarizes how candidate-induced paths group the training examples. A regime in which the empirical kernel rank grows toward the sample size and very small positive eigenvalues emerge exposes noise-sensitive directions; in this regime, test error peaks before decreasing again at larger split-candidate budgets. This perspective predicts that deeper trees should reach the regime with fewer split candidates, larger training sets should require finer grids, and label noise should make the peak more pronounced. Experiments support these predictions and show test-error peaks at intermediate split-candidate budgets across XGBoost, LightGBM, and CatBoost, whereas a random-forest control improves monotonically under the same split-candidate sweep. Taken together, our analysis and experiments support split-candidate scaling as a single-axis capacity intervention for studying GBDTs and suggest that the observed double descent arises from an interaction between candidate-induced geometry and boosting dynamics.

Ryuichi Kanoh

1The University of Electro-Communications · 2National Institute of Informatics

Double Descent Gradient-Boosted Decision Trees

Jul 30, 2026stat.ML

Conditioning Tree-Based Diffusions and Flows for Probabilistic Tabular Regression

Tree-based diffusion models fit flexible conditional predictive distributions for tabular regression without a neural density estimator, but they inherit their design defaults---noising path, parameterization, training distribution, features, sampler---from the neural setting. We show these defaults are the binding constraint: what a gradient-boosted ensemble actually solves is a supervised regression problem whose conditioning they determine. We present DiffGBM, which makes them explicit along two axes. First, a Gaussian-path flow-matching trainer for

p(y \mid x)

that learns a velocity field directly and recovers the score algebraically, admitting few-step deterministic ODE sampling. Second, we expose the score-side recipe---residualization, EDM-style preconditioning, log-sigma time sampling, noise-level features, loss weighting, and histogram resolution---as jointly tunable axes over a shared LightGBM surface rather than one frozen bundle. This \emph{score-flex} space represents the published recipe as a special case; across eleven tabular benchmarks under fold-0 tuning, folds-1--5 evaluation, and a matched 40-trial budget and sampler, the selected configurations beat that baseline on \emph{every} dataset (paired Wilcoxon

11/0

,

p<10^{-3}

), with the best aggregate CRPS skill (0.725 vs.\ 0.699) of any row. The two rows are complementary: score-flex buys accuracy with a stochastic sampler and is the slowest row, while flow matching is the cheapest sampler (

5.2\times

faster than the published baseline) and the best-calibrated DiffGBM row. Tuned non-diffusion baselines still win individual datasets, and stochastic (

\varepsilon>0

) flow samplers do not Pareto-dominate the deterministic corner.

Silas Koemen

Independent Researcher

Flow Matching Gradient-Boosted Decision Trees Tabular Diffusion Models Diffusion Sampling Score-Based Generative Modeling Diffusion Models+1

Jul 29, 2026cs.LG

TreeCCA: Canonical Correlation Analysis via Gradient-Boosted Trees

Gradient-boosted trees dominate tabular machine learning, yet canonical correlation analysis has always relied on linear or neural encoders. We propose \textbf{TreeCCA}, the first method to train gradient-boosted tree ensembles end-to-end as CCA encoders, inheriting their plug-and-play reliability: no architecture design, familiar hyperparameters, and strong performance with defaults. The technical enabler is the Eckart-Young (EY) loss, which supplies closed-form per-sample gradients that slot directly into any standard GBT library (XGBoost, LightGBM) as a custom objective. TreeCCA is the first CCA method to combine nonlinear accuracy with native interpretability: every tree split selects one feature, so gain importances reveal which inputs drive cross-view correlation at no extra cost. We demonstrate these properties on synthetic benchmarks, where TreeCCA matches or exceeds Deep CCA (2.61 vs.\ 2.43 on Signed Power; 2.93 vs.\ 2.89 on Hermite), and on a sparse benchmark with zero linear cross-view covariance, where TreeCCA recovers the true support with

\text{Precision@}S = 1.00

at

p=50

while PMD finds no signal. On the UCI HAR sensor-fusion benchmark, TreeCCA achieves comparable accuracy to Deep CCA at

5\times

lower cost, while XGBoost gain importances directly validate a physics-motivated hypothesis about the data --- an interpretation not readily available with neural encoders. Across five popular tabular multi-view datasets, TreeMCCA consistently matches or exceeds linear CCA in both nonlinear correlation extraction and downstream classification accuracy.

James Chapman

Gradient-Boosted Decision Trees Multi-View Learning Tabular ML

Jul 10, 2026stat.ML

Spectrally Deconfounded Gradient Boosting

Flexible machine-learning methods can be sensitive to hidden confounding: they may learn associations induced by unobserved confounders rather than stable signals. Spectral deconfounding mitigates this problem by shrinking high-variance directions of the covariate matrix that, under dense confounding, carry latent confounder information. Existing work has largely focused on linear models. We develop a nonlinear spectral deconfounding framework for gradient boosting. Our approach replaces the ordinary squared-error loss by a spectral loss, which alters the boosting dynamics by slowing down learning in confounding-aligned directions. We show that deconfounding is not achieved by the spectral loss alone, but by the interaction between spectral shrinkage and regularization, especially in terms of early stopping. Moreover, we provide a mixed-model interpretation that connects LAVA-type shrinkage to random-effects adjustment and yields an empirical-Bayes procedure for tuning the spectral loss. We also extend the method to general likelihoods and nonlinear confounding using Laplace approximations and kernel random effects. Across synthetic and real-world experiments, spectrally deconfounded boosting improves estimation of the target function under hidden confounding and is substantially more scalable than existing nonlinear spectral deconfounding baselines.

Andrea Nava, Peter Bühlmann, Fabio Sigrist

Seminar for Statistics, ETH Zürich, Zürich, Switzerland · IFZ, Lucerne University of Applied Sciences and Arts, Rotkreuz, Switzerland

Spectral Regularization Gradient-Boosted Decision Trees

Jul 8, 2026cs.LG

path_boost: A Python Package for Interpretable Graph-Level Prediction using Path-Based Gradient Boosting

We present path_boost, a Python package for interpretable supervised learning on graph-structured input data. The package implements PathBoost, a gradient boosting algorithm that automatically discovers predictive labeled paths within graphs during the learning process. Unlike graph neural networks, which are generally difficult to interpret, PathBoost produces an additive prediction model over path-based features that explicitly reveals which substructures drive predictions. To avoid an exhaustive enumeration of all possible paths, the algorithm iteratively selects and extends paths during learning based on their predictive power, using boosting to combine weak learners into a strong ensemble. The package supports both regression and binary classification. Key features include compatibility with scikit-learn workflows, support for custom base learners and selectors, automatic starting node selection, parallel training across anchor nodes, and built-in variable importance computation. We demonstrate PathBoost on molecular property prediction of transition metal compounds, where atoms serve as nodes and bonds as edges, and further benchmark PathBoost against an established graph neural network and a graph kernel method across six molecular datasets. The package is available on PyPI and GitHub under an open-source license.

Claudio Meggio, Johan Pensar, Riccardo De Bin

Department of Mathematics, University of Oslo, Oslo, 0371, Oslo, Norway.

Gradient-Boosted Decision Trees Graph Representation Learning Graph Classification

Jul 2, 2026cs.CR

Beyond Gradient-Based Attacks: Adversarial Robustness and Explainability Stability in Cybersecurity Classifiers

Adversarial attacks on cybersecurity classifiers pose a dual threat: degrading predictions and destabilising the SHAP-based explanations that security analysts rely on to understand and triage alerts. We extend our prior MLP conference study to Random Forest and XGBoost across four tabular security datasets (phishing URLs, UNSW-NB15, NF-ToN-IoT, HIKARI-2021), evaluating five attacks including three black-box methods applicable to non-differentiable tree models. We introduce the Explainability Stability Index (ESI), a scalar metric computed from TreeSHAP attribution drift under adversarial perturbation, reported on the same [0,1] scale as the Robustness Index (RI). A key finding is that gradient-based black-box attacks (ZOO) produce degenerate results against XGBoost (apparent RI ~0.98) due to piecewise-constant prediction surfaces, while score-based Square Attack reveals genuine vulnerability (RI ~0.36). These degenerate perturbations still drive substantial attribution drift: XGBoost ESI ~0.06-0.16 despite near-perfect ZOO robustness, versus 0.14-0.29 for RF, showing that prediction robustness and explanation stability are distinct axes requiring joint measurement. A two-axis framework (gradient dependence, query efficiency) explains the observed attack ranking and yields practical guidance for tree ensemble evaluation. A step-size ablation explains a counterintuitive PGD anomaly on z-score normalised tabular data.

Mona Rajhans, Vishal Khawarey

Palo Alto Networks, Santa Clara, CA, USA · Quicken Inc., Menlo Park, CA, USA

Gradient-Boosted Decision Trees SHAP Feature Attribution Adversarial Attacks Adversarial Robustness Explanation Stability Black-Box Adversarial Attacks

Jun 29, 2026cs.LG

CW-B: Class Weighted Boosting Framework for Imbalance Resilient Multi Class Cardiac Phenotyping

Cardiac discharge phenotyping informs post-discharge treatment and follow-up, but real-world records are often incomplete and class-imbalanced, increasing the risk of missed high-risk phenotypes. We propose CW-B, a clinical risk-aligned class-weighted XGBoost pipeline for five-class cardiac discharge phenotyping under real-world class imbalance and missingness. CW-B combines fold-specific class-balanced instance weighting, missingness-indicator augmentation, and classwise error auditing to improve recognition of clinically prioritized phenotypes while preserving interpretable and auditable decision logic. In five-fold stratified cross-validation, CW-B achieves the best Accuracy, Macro-F1, Balanced Accuracy, and Prioritized F1 among tree-based, ensemble, and neural baselines. Overall, CW-B provides a practical and deployment-oriented approach for more reliable cardiac discharge phenotyping in real-world clinical settings.

Sijia Li, Xiaoyu Tan, Chen Zhan +3

School of Electronic and Electrical Engineering, Shanghai University of Engineering Science, Shanghai 201620, China · Tencent YouTu Lab, Shanghai 200232, China · Department of Cardiology, Zhongshan Hospital, Fudan University, Shanghai Institute of Cardiovascular Diseases, Shanghai 200032, China +1

Class-Imbalanced Learning Gradient-Boosted Decision Trees Multiclass Classification Clinical Risk Prediction

Jun 28, 2026stat.ML

Gradient boosting with vector-valued leafs

Gradient boosting in the form of decision tree ensembles has successfully been applied to a variety of problems using simple objective functions based on log-likelihoods of a single variable. The concept extends naturally to objective functions operating on vectors - for example, multinomial logistic log-likelihood for multi-class classification, where observations have a score for each class - but popular frameworks approach these functions by either updating one value of the input vectors at a time, or by using a diagonal upper bound on the second derivative. This work extends the usual gradient boosting framework to functions of vector inputs and sketches a simple algorithm that can be used efficiently with histogram-based decision trees.

David Cortes

Gradient-Boosted Decision Trees

Jun 24, 2026cs.LG

EMA-FS: Accelerating GBDT Training via Gain-Informed Feature Screening

Gradient Boosted Decision Trees (GBDT), exemplified by LightGBM, spend a dominant fraction of training time -- typically 65-70% -- constructing per-feature histograms. Existing approaches such as random feature subsampling (feature_fraction) discard features without regard for their predictive utility. We propose EMA-based Feature Screening (EMA-FS), an algorithm-level optimization that maintains an exponential moving average (EMA) of per-feature split gains across boosting iterations and, after a short warmup, restricts histogram construction to the top-K features ranked by historical gain. Unlike random subsampling, EMA-FS is informed: it retains high-gain features while screening out low-gain ones. Operating at the per-tree level, it preserves full compatibility with LightGBM's histogram subtraction trick, requiring no changes to core routines. We evaluate EMA-FS on datasets spanning financial fraud detection, advertising click-through prediction, industrial quality control, and synthetic benchmarks, with feature dimensionalities from 29 to 968. On dense, moderate-to-high-dimensional data it achieves significant speedups: 2.61x on a 500-feature synthetic benchmark and 1.45x on the 432-feature IEEE-CIS Fraud dataset at 30% retention. At 70% retention it improves AUC by 0.11 points while delivering a 1.34x speedup. On extremely sparse data (Bosch, >90% missing) it yields no speedup, as LightGBM's sparse bin optimization already bypasses empty values. We further introduce Stochastic EMA-FS (S-EMA-FS), which replaces deterministic top-K selection with gain-weighted random sampling controlled by a concentration parameter beta, unifying deterministic EMA-FS (beta -> infinity) and random subsampling (beta = 0) in one framework. Both are implemented in ~120 lines of C++ across all six LightGBM tree learners and are fully backward-compatible.

Yan Song

PayPal, Inc.

Gradient-Boosted Decision Trees Tabular ML Feature Selection

Jun 12, 2026stat.ML

Gradient boosting for extremes: sampling theory and application to insurance

We develop a statistical learning theory for gradient boosting applied to the estimation of covariate-dependent Generalized Pareto (GP) distributions in the context of Peaks-over-Threshold modeling. After an orthogonal reparametrization of the GP likelihood that diagonalizes its Fisher information matrix, we cast the estimation problem within the Empirical Risk Minimization (ERM) framework and derive non-asymptotic error bounds for the boosting estimator. Our analysis accounts for three distinct sources of error in the process: statistical fluctuations, the approximation bias inherent to the asymptotic nature of the GP model-controlled under second-order regular variation-and the approximation error associated with the finite number of boosting iterates, making explicit the resulting bias-variance trade-off. We illustrate the practical benefits of the reparametrization through simulations, showing that it significantly reduces gradient correlation during training and improves convergence stability. The methodology is applied to a medical malpractice insurance dataset from the Texas Department of Insurance, comprising over 18 000 closed claims. The gradient boosting approach yields a good fit for the tail of settlement cost distributions and reveals that the number of days to settlement is the dominant predictor of tail heaviness, consistent with earlier findings in the reserving literature.

Stéphane Lhaut, Olivier Lopez

1CREST, CNRS, Ecole polytechnique, Groupe ENSAE-ENSAI, ENSAE Paris, Institut Polytechnique de Paris, Palaiseau, France

Gradient-Boosted Decision Trees Heavy-Tailed Distributions Statistical Learning Theory Extreme Value Theory

Jun 1, 2026stat.ML

ScoreStop: Gradient-based early stopping using functional score tests

Gradient boosted decision trees require a stopping rule to avoid overfitting. The standard rule monitors a validation loss and stops if the loss fails to improve for a fixed patience period. However, the patience parameter has no interpretable scale and validation losses can be noisy or implicitly defined by a user-specified gradient. We propose ScoreStop, a gradient-based early-stopping rule that casts the stopping decision at each iteration as a test of the null hypothesis that the current predictor is the population risk minimizer. We use a functional score test, computed on validation data, with a statistic that is scale-invariant in the update direction, with a known asymptotic distribution under the null. Because our test uses gradients rather than loss values, the same construction applies to implicit losses such as LambdaRank, and data-dependent losses such as Cox regression via influence functions. In synthetic experiments and real-data benchmarks, we show that ScoreStop is competitive with loss-based methods.

Oliver J. Hines, Christian L. Hines

Columbia University, NY, USA · Alan Turing Institute, London, UK

Gradient-Boosted Decision Trees Early Stopping

May 26, 2026cs.CR

Practical Anonymous Two-Party Gradient Boosting Decision Tree

Structured data is well handled by gradient-boosted decision trees (GBDT), which are usually trained on vertically partitioned features across mutually distrustful parties. High speed and interpretability make GBDTs popular in finance and healthcare, where neural networks may fall short. Enabling secure computation for GBDTs poses unique challenges, requiring secure record alignment for comparison. Relying on private set intersection (PSI) is a de facto approach. Mistaking PSI for a safety measure actually exposes which record identifiers (IDs) are shared between the datasets. Although circuit-PSI could help, it is costly for generic uses. New ideas are needed to efficiently train in a "dark forest". Aiming to hide the IDs, we initiate the study of anonymous GBDT training on split data held by two parties. Dual circuit-PSI in our design lets the parties alternate as receiver to run pick-then-sum over local features. Via oblivious programmable pseudorandom functions, we propagate circuit-PSI outputs as shared state across runs. Avoiding universal alignment, we resolve the neglected dilemma that ID hiding incurs a cost that scales with domain size. Next, we halve the cost of ciphertext packing used to convert single-instruction multiple-data homomorphic encryption from (ring) learning with errors in prior secure GBDT (Usenix Security' 23) and related secure machine-learning computations. Comparative experiments show our protocol remains competitive with leaky approaches in efficiency. Enabling ID-hiding aggregation, our techniques can extend to other vertically partitioned analytics.

Chenyu Huang, Fan Zhang, Minxin Du +6

Tencent · Hong Kong Polytechnic University · Chinese University of Hong Kong +1

Secure Multi-Party Computation Gradient-Boosted Decision Trees Privacy-Preserving ML

May 23, 2026cs.LG

Trajectory-Based Difficulty Scoring for Reliable Learning on Tabular Data

Gradient-boosted trees achieve strong performance on tabular data, yet often leave a long tail of poorly predicted instances. We introduce a Trajectory-based Difficulty Score (TDS), an instance-level difficulty estimator for boosted ensembles derived from per-tree cumulative prediction trajectories. For each instance, we compute interpretable trajectory descriptors (e.g., variance, oscillation peaks, sign switches, and tail stability) and train a lightweight regression model to predict held-out loss. An empirical CDF calibrates the resulting signal into a score in

[0,1]

that supports ranking hard cases. Across diverse tabular benchmarks and ensemble sizes, TDS exhibits strong rank correlation with error and outperforms established instance-hardness and uncertainty baselines on classification, while remaining competitive on regression. We then show how a single difficulty signal improves multiple data mining workflows: difficulty-driven active learning for label-efficient training, difficulty-thresholded selective prediction for improved risk-coverage trade-offs, and TDS-stratified (Mondrian) conformal prediction for more uniform conditional coverage. Finally, clustering high-TDS instances using SHAP attributions reveals coherent failure modes characterized by compact feature-value ranges, supporting error analysis and targeted data acquisition.

Tomer Lavi, Bracha Shapira, Nadav Rappoport

Faculty of Computer and Information Science, Ben-Gurion University of the Negev, Israel.

Gradient-Boosted Decision Trees Tabular ML

May 22, 2026cs.LG

Hinge Regression Trees and HRT-Boost: Newton-Optimized Oblique Learning for Compact Tabular Models

Learning high-quality oblique decision trees remains a significant challenge due to the discrete and non-convex nature of split optimization. We present the Hinge Regression Tree (HRT) framework, which reframes each oblique split as a nonlinear least-squares problem over two linear predictors whose max/min envelope induces ReLU-like representation capacity. We show that the resulting node-level optimization can be interpreted as a damped Newton method, and we establish the monotonic decrease of the node objective for its backtracking line-search variant. We establish, theoretically, that HRT is a universal approximator with an explicit

O(δ^2)

approximation rate. Building upon this base learner, we propose HRT-Boost, a mathematically synergistic ensemble extension that couples node-level Newton updates with stage-wise functional gradient descent. We show that this ensemble construction admits a stage-wise empirical risk reduction guarantee under the squared loss. Empirical evaluations on synthetic and real-world benchmarks show that HRT is highly competitive with established single-tree baselines, and HRT-Boost compares favorably with strong ensemble baselines and often yields substantially more compact models. The code is publicly available at https://github.com/Hongyi-Li-sz/HRT-Boost.

Hongyi Li, Jun Xu, Hong Yan

School of Intelligence Science and Engineering, Harbin Institute of Technology, Shenzhen, 518055, China and with the Shenzhen Key Lab for Advanced Motion Control and Modern Automation Equipments, Shenzhen, 518055, China · Department of Electrical Engineering, City University of Hong Kong, Kowloon, Hong Kong

Gradient-Boosted Decision Trees Decision Tree Learning Tabular Regression

May 18, 2026cs.LG

Pocket Foundation Models: Distilling TFMs into CPU-Ready Gradient-Boosted Trees

A fraud scorer needs to answer in under 2 ms. The best tabular foundation models (TFMs) take 151-1,275 ms on GPU. We close this gap by distilling the TFM offline into an XGBoost or CatBoost student that runs natively on CPU. The central obstacle is specific to in-context learning (ICL) teachers: they leak labels when scoring their own training set, so the soft targets collapse to near-one-hot vectors with no inter-class structure left to distill. Stratified out-of-fold (OOF) teacher labeling prevents this. Across 153 classification datasets drawn from TALENT, OpenML-CC18, TabZilla, and TabArena, distilling TabICLv2 into XGBoost gives 0.882 macro-mean AUC (96.5% of teacher AUC) at 1.9 ms on CPU, a 38x to 860x speedup across teacher-student pairs with a statistically significant edge over a tuned CatBoost baseline (Wilcoxon p = 0.0008; 51% win rate). Four further findings: teacher rank transfers exactly to student rank; gains concentrate on low-dimensional data (< 21 features: +0.011 over CatBoost vs. >21 features: +0.001); multi-teacher averaging helps MLP students (+0.006, p = 0.003) but adds less than 0.001 for tree students; and on high-dimensional tasks where the teacher itself trails CatBoost, distillation makes things worse rather than better. The full pipeline is open-sourced as part of the TabTune library.

Aditya Tanna, Nassim Bouarour, Mohamed Bouadi +2

Lexsi Labs

Tabular Foundation Models Gradient-Boosted Decision Trees Cost-Aware Inference Classification Teacher-Student Learning Tabular ICL+1

May 18, 2026q-fin.TR

Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ

This paper compares gradient boosting and long short-term memory (LSTM) architectures for intraday directional prediction in Micro E-Mini Nasdaq 100 futures (MNQ). Motivated by recent foundation-model research on financial candlestick data, including the Kronos architecture, we test whether five-minute OHLCV bar sequences contain exploitable sequential predictive structure at the scale of a single instrument dataset. Using 944 trading days from 2021-2025, four model configurations are evaluated under strict expanding-window walk-forward validation across three out-of-sample periods. The target variable is whether the session close exceeds the 10:30 AM open by more than ten points. No configuration produces statistically significant out-of-sample accuracy above the 51.8% base rate. Combined OOS accuracies range from 50.00% to 50.89% across gradient boosting variants, while the LSTM achieves 50.59%. Permutation tests yield p-values of 0.135 for the best gradient boosting model and 0.515 for the LSTM, indicating no statistically significant predictive edge. Feature importance instability across walk-forward folds suggests noise fitting rather than stable structural signal capture. The results indicate that four years of single-instrument five-minute OHLCV data are insufficient for reliable sequential ML-based intraday forecasting. The primary contribution is a documented evaluation of a Kronos-inspired architecture on a constrained real-world dataset, providing an empirical lower bound on data scale requirements for sequential financial ML.

Mathias Mesfin

Independent Researcher

Gradient-Boosted Decision Trees Quantitative Finance Time Series Forecasting Recurrent Neural Networks Financial Time Series

May 13, 2026cs.LG

Comparative Evaluation of Machine Learning Approaches for Minority-Class Financial Distress Prediction Under Class Imbalance Constraints

Financial distress prediction remains a significant challenge in enterprise risk analysis due to the highly imbalanced nature of real-world financial datasets, where bankrupt or distressed firms typically constitute only a small minority of observations. This paper presents a comparative evaluation of classical statistical methods, ensemble learning approaches, and exploratory neural models for minority-class financial distress prediction under class imbalance constraints. The study incorporates structured preprocessing, imbalance mitigation using the Synthetic Minority Oversampling Technique (SMOTE), comparative evaluation across ensemble learning architectures including XGBoost, CatBoost, LightGBM, Random Forest, and explainability analysis using SHAP-based feature attribution methods. Experimental evaluation demonstrates that gradient-boosting approaches achieved improved minority-class sensitivity relative to baseline statistical classifiers under severe imbalance conditions. The workflow additionally emphasises reproducibility, interpretability, auditability, and governance-oriented machine learning evaluation within enterprise financial risk environments. The work is positioned as an applied engineering evaluation intended to support reproducible and interpretable machine learning workflows for financial distress prediction under severe class imbalance constraints.

Karan Sehgal, Khawar Naveed Bhatti

Kent Business School

Class-Imbalanced Learning Gradient-Boosted Decision Trees Ensemble Learning

May 12, 2026stat.ML

Minimax Rates and Spectral Distillation for Tree Ensembles

Tree ensembles such as random forests (RFs) and gradient boosting machines (GBMs) are among the most widely used supervised learners, yet their theoretical properties remain incompletely understood. We adopt a spectral perspective on these algorithms, with two main contributions. First, we derive minimax-optimal convergence for RF regression, showing that, under mild regularity conditions on tree growth, the eigenvalue decay of the induced kernel operator governs the statistical rate. Second, we exploit this spectral viewpoint to develop compression schemes for tree ensembles. For RFs, leading eigenfunctions of the kernel operator capture the dominant predictive directions; for GBMs, leading singular vectors of the smoother matrix play an analogous role. Learning nonlinear maps for these spectral representations yields distilled models that are orders of magnitude smaller than the originals while maintaining competitive predictive performance. Our methods compare favorably to state of the art algorithms for forest pruning and rule extraction, with applications to resource constrained computing.

Binh Duc Vu, David S. Watson

King’s College London

Model Compression Gradient-Boosted Decision Trees Decision Tree Learning Spectral Methods Statistical Learning Theory Knowledge Distillation+1

May 6, 2026cs.LG

ITBoost: Information-Theoretic Trust for Robust Boosting

Gradient boosting remains a strong and widely used method for tabular data learning, but its performance often degrades when training labels are noisy. This behavior is largely related to the way boosting algorithms emphasize samples with large gradients, without explicitly accounting for whether such errors originate from informative hard cases or from unreliable labels. We address this issue by reconsidering how sample reliability is evaluated during boosting. Instead of relying on instantaneous error, we examine the evolution of each sample's residuals across iterations. Based on this insight, we propose Information-Theoretic Trust Boosting (ITBoost), which uses the Minimum Description Length principle to measure the complexity of residual trajectories. Samples whose residual patterns fluctuate in an irregular manner are treated as less trustworthy and are down-weighted during learning. Theoretically, we derive a tighter generalization bound for ITBoost under label noise. Empirical results on various tabular benchmarks indicate that ITBoost provides improved robustness in noisy environments over leading boosting and deep tabular models, while retaining best average performance on clean data.

Ye Su, Longlong Zhao, Diego Garcia-Gil +4

Shenzhen Institutes of Advanced Technology, Chinese Academy of Sciences · University of Chinese Academy of Sciences · Department of Software Engineering, Andalusian Research Institute in Data Science and Computational Intelligence (DaSCI), University of Granada +1

Gradient-Boosted Decision Trees Ensemble Learning Tabular ML Learning with Noisy Labels

May 5, 2026cs.LG

Constrained Extreme Gradient Boosting for Adapting Reduced-Order Models

High-fidelity simulations, such as computational fluid dynamics and finite element analysis, are essential for modeling complex engineering systems but are often prohibitively expensive for tasks including parametric studies, optimization, and real-time control. Projection-based reduced-order models (ROMs) alleviate this cost by projecting the governing dynamics onto low-dimensional subspaces. However, their performance can deteriorate under parameter variation, motivating the need for adaptive basis construction. In this work, we propose a constrained ensemble learning framework, termed Constrained Extreme Gradient Boosting (cXGBoost), for predicting Proper Orthogonal Decomposition (POD) bases as functions of system parameters. The approach leverages a geometric representation of subspaces on the Grassmann manifold, which are mapped to a Euclidean space to enable efficient regression using gradient boosting trees. A norm constraint is imposed during training to ensure the validity of the inverse mapping and preserve the geometric structure of the predicted subspaces. The proposed method is evaluated on four numerical examples, including fluid dynamics and wave propagation problems, demonstrating its ability to accurately predict parameter-dependent bases while maintaining robustness across nonlinear regimes. These results highlight the potential of combining geometric learning with constrained ensemble methods for scalable and reliable reduced-order modeling of high-dimensional parametric systems.

Melika Baghi, Xiao Liu, Kamran Paynabar

Georgia Institute of Technology, Atlanta, GA 30332, USA

Gradient-Boosted Decision Trees Reduced-Order Modeling

May 2, 2026cs.CL

Benchmarking LightGBM and BiLSTM for Sentiment Analysis on Indonesian E-Commerce Reviews

This study presents a comparative analysis between two primary approaches in Natural Language Processing (NLP): Machine Learning (ML) utilizing the PyCaret AutoML framework, and Deep Learning (DL). The evaluation is conducted on a sentiment analysis task using an Indonesian e-commerce review dataset sourced from Hugging Face. The dataset, consisting of 15,000 samples, is partitioned into training, validation, and testing sets. The ML experiments compare LightGBM, Logistic Regression, and Support Vector Machine (SVM) algorithms, whereas the DL experiment implements a Bidirectional Long Short-Term Memory (BiLSTM) architecture. The experimental results demonstrate that the BiLSTM model outperforms all ML models, achieving an accuracy of 98.87% and an F1-Score of 98.87%. Meanwhile, LightGBM emerges as the best-performing ML model with an accuracy of 98.23% in a highly efficient training time. This research proves that the BiLSTM architecture is highly capable of capturing the sequential context of Indonesian review texts, making it the superior model for this specific classification task.

Lidia Natasyah Marpaung, Vania Claresta, Iqfina Haula Halika +3

Department of Data Science Institut Teknologi Sumatera · Institut Teknologi Sumatera · Department of Informatics Institut Teknologi Sumatera

Gradient-Boosted Decision Trees Sentiment Analysis Recurrent Neural Networks E-Commerce

May 1, 2026stat.ML

Gradient Regularized Newton Boosting Trees with Global Convergence

Gradient Boosting Decision Trees (GBDTs) dominate tabular machine learning, with modern implementations like XGBoost, LightGBM, and CatBoost being based on Newton boosting: a second-order descent step in the space of decision trees. Despite its empirical success, the global convergence of Newton boosting is poorly understood compared to first-order boosting. In this paper, we introduce Restricted Newton Descent, which studies convex optimization with Newton's method on Hilbert spaces with inexact iterates, based on the concepts of cosine angle and weak gradient edge. Within this framework, we recover Newton boosting with GBDTs and classical finite-dimensional theory as special cases. We first prove that vanilla Newton boosting achieves a linear rate of convergence for smooth, strongly convex losses that satisfy a Hessian-dominance condition. To handle general convex losses with Lipschitz Hessians, we extend a recent gradient regularized Newton scheme to the restricted weak learner setting. This scheme minimally modifies the classical algorithm by introducing an adaptive

\ell_2

-regularization term proportional to the square root of the gradient norm at each iteration. We establish a

\mathcal{O}(\frac{1}{k^2})

rate for this scheme, thereby obtaining a globally convergent second-order GBDT algorithm with a rate matching that of first-order boosting with Nesterov momentum. In numerical experiments, we show that our scheme converges while vanilla Newton boosting may diverge.

Nikita Zozoulenko, Daniel Falkowski, Thomas Cass +1

Department of Mathematics, Imperial College London, UK · Department of Mathematics, Stockholm University, Sweden · School of Computer Science, University of St. Gallen, Switzerland

Gradient-Boosted Decision Trees Optimization Convergence Analysis Second-Order Optimization

Apr 26, 2026cs.LG

Machine Learning and Deep Learning Models for Short Term Electricity Price Forecasting in Australia's National Electricity Market

Short term electricity price forecast is essential in competitive power markets, yet electricity price series exhibit high volatility, irregularity, and non-stationarity. This phenomenon is pronounced in the South Australian region of the National Electricity Market, where high renewable penetration drives price volatility and frequent negative price intervals, while structural changes such as the transition to five-minute settlement further complicate forecast. To address these challenges, this study develops a unified benchmark framework. Under identical data preprocessing, feature engineering with lag features, rolling statistics, cyclic temporal encodings, and so on, and an 85% to 15% chronological train test split, six algorithms are systematically compared, including AWMLSTM, CatBoost, GBRT, LSTM, LightGBM, and SVR. The results show that for price prediction, tree-based models, especially GBRT with an R squared value of 0.88, generally outperform LSTM and SVR. However, all models achieve a mean absolute percentage error above 90%, and more than 65% of GBRT predictions have relative errors above 10%, which highlights the inherent difficulty of price forecast. For demand prediction, all models perform substantially better than in price prediction. AWMLSTM and GBRT achieve an R2 value of 0.96 with mean absolute percentage error below 32%, and GBRT has 74.37% of samples within 5% error, while LSTM and SVR perform less accurately in both tasks. Future improvements should focus on hybrid models such as tree plus transformers, data augmentation for extreme events, and error correction to better capture price spikes.

Wei Lu, Jay Wang, Dingli Duan +3

School of Engineering, Computer & Mathematical Sciences, Auckland University of Technology (AUT), Auckland 1010, New Zealand · Department of Thermal Energy and Power Engineering, Yantai University, Yantai, China · Department of Building Environment and Equipment, School of Civil Engineering, Hefei University of Technology, Hefei, China +1

Gradient-Boosted Decision Trees Electricity Price Forecasting Time Series Forecasting Forecasting Benchmarks

Apr 26, 2026cs.LG

Path-Based Gradient Boosting for Graph-Level Prediction

We propose PathBoost, a gradient tree boosting method for graph-level classification and regression that learns discriminative path-based features directly from the input graph structure. Building on a previous work, which was tailored to a specific chemistry application, PathBoost introduces three key extensions: (i) adaptation to binary classification through gradient boosting with a logistic loss, (ii) incorporation of multiple node and edge attributes into the path feature space via a prefix-based decomposition, and (iii) automatic anchor node selection based on categorical attribute diversity, eliminating the need for the user to specify the starting point of the considered path features. We compared PathBoost to graph neural networks and graph kernel approaches on several benchmark datasets, obtaining better results in half of them, and comparable results in the rest. PathBoost shows better performances on graphs with larger average node counts. Overall, the results demonstrate that path-based boosting methods can be competitive with more complex black-box approaches.

Claudio Meggio, Johan Pensar, Riccardo De Bin

Department of Mathematics, University of Oslo, Oslo, Norway

Gradient-Boosted Decision Trees Graph Representation Learning Graph Classification