Gradient Boosted Tree

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.

We study online probabilistic forecasting of binary outcomes chosen by an adaptive adversary. Given an online learning algorithm for a weak hypothesis class $H$, we would like to efficiently obtain two incomparable guarantees that existing online boosting techniques provide separately. Online gradient boosting competes in Brier score with the best predictor induced by the span of $H$ on every sequence, but promises nothing when the span does not contain an accurate predictor. Online weak-to-strong boosting drives classification error to zero under a weak-learning condition, but promises little when that condition fails. We give a simple defensive forecasting algorithm, the Defensive Booster, that obtains both guarantees. On every adaptive sequence, its Brier score is competitive with the best prediction induced by the span of $H$ at the same rate as online gradient boosting; simultaneously, whenever the realized transcript satisfies the smooth weak-learning condition, its Brier score and randomized classification error satisfy the same rate guarantee as online classification boosting. This is achieved by operationalizing the "dual view" of boosting: When the algorithm's randomized classification error is persistently high, its mistake weights form a smooth reweighting on which every weak hypothesis has low edge, yielding an ex-post hard-core certificate that the weak-learning condition fails. We also develop a strongly adaptive variant, which satisfies both guarantees on every time interval. The Defensive Booster is very efficient: it accesses just one weak-class learner, whereas the prior online boosting methods we compare against maintain large weak-learner ensembles. Experiments on synthetic and real data streams demonstrate its strong predictive performance (sometimes substantially improving over all prior baselines) coupled with orders-of-magnitude faster runtime.

Accurate estimation of Above-Ground Biomass (AGB) from satellite imagery is essential for the large-scale monitoring of carbon stocks, yet it remains a challenging regression task at global scale. Geospatial Foundation Models (GFMs) have recently emerged as a promising machine learning paradigm to derive general-purpose representations from Earth observation data, but their utility for quantitative regression tasks like biomass estimation remains largely unexplored, as most benchmarks emphasize classification and segmentation. Here, we present a comprehensive benchmark of GFMs for global-scale AGB estimation using the AGBD dataset, a machine learning-ready benchmark spanning diverse biomes and geographies. We distinguish two ways in which GFMs reach practitioners: (i) models distributed as weights to be run by the user, which we evaluate as frozen encoders within the PANGAEA benchmarking framework; and (ii) models distributed as ready-to-use, pre-computed embedding products, for which we evaluate AlphaEarth Foundations (AEF) and TESSERA. We compare 11 GFMs available on PANGAEA and both embedding products against a fully supervised state-of-the-art (SOTA) model, assess their geographical and temporal generalization abilities, as well as agreement with the ESA CCI biomass product on independent reference data. Our results show that GFMs run as frozen encoders substantially underperform with respect to the supervised SOTA model, whereas pre-computed embedding products prove highly effective. An MLP trained on AEF embeddings outperforms the supervised SOTA model trained on AGBD features, and the same SOTA model trained on AEF embeddings (optionally augmented with selected raw features) achieves the best overall result, while also generalizing better across space and time.

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.

{AdaBoost.MH} reduces multi-class classification to a collection of binary subproblems and enjoys the classical boosting-type convergence guarantee under a weak learning condition. A more structured variant, Factorized {AdaBoost.MH}, uses base classifiers of the form $\mathbf{h}(x)=α\mathbf{v} \bm{\varphi}(x)$, where a single binary classifier $\bm{\varphi}$ is shared across all classes and the label dependence is carried by a vote vector $\mathbf{v} \in\{\pm1\}^K$. This factorization is algorithmically attractive and achieves better performance in practice, but its convergence depends on whether one can always choose a vote vector with sufficiently large induced binary weight mass. Previous work resolved this question with a lower bound $\max\{1/n,1/\sqrt{2K}\}$, which still leaves a dimension-dependent slowdown relative to the original {AdaBoost.MH} analysis. In this paper, we sharpen this combinatorial step. For the minimax quantity $\mathfrak{W}_{n,K}$ governing the factorized edge, we prove $\mathfrak{W}_{n,K} = C_{\min\{n+1,K\}}$, where $C_q=1$ for $q=1$, $C_q=q/(3q-4)$ for even $q\ge2$, and $C_q=(q+1)/(3q-1)$ for odd $q\ge2$. Since $C_q\downarrow 1/3$, our bounds show that $\mathfrak{W}_{n,K}=Θ(1)$ uniformly over $n$ and $K$. Consequently, Factorized {AdaBoost.MH} achieves the same boosting-type convergence rate as {AdaBoost.MH} up to a universal constant factor, removing the previously suggested additional dependence on $n$ or $K$ in the number of boosting rounds.

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.

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.

In this paper we show that the generalization error of AdaBoost is $Θ\big(\tfrac{d\ln(nγ^{2}/d)}{nγ^2}+\tfrac{\ln(1/δ)}{n}\big)$, where $γ$ is the advantage guaranteed by the weak learner, $d$ is the VC-dimension of the class containing the weak hypotheses, $n$ is the sample size, and $δ$ is the confidence parameter. The contribution of this paper is the upper bound; the matching lower bound follows from prior work. The upper bound proof follows by combining the known fact that AdaBoost outputs a voting classifier whose voting function has zero empirical $γ/2$-margin loss with what is, to the best of our knowledge, a new margin-based generalization bound for voting classifiers.

Ordinal Classification (OC) deals with classification tasks where the classes follow a natural order. Despite the progress in OC, many existing approaches fail to fully leverage the ordinal information, treating the problem as nominal classification and thereby losing performance potential. In this work, ADABORD, an AdaBoost framework specifically designed for ordinal classification problems, is introduced. The ordinal nature of the classes is incorporated into two key components of the well-known AdaBoost algorithm: 1) the base estimator, where decision trees with the ordinal Gini splitting criterion are proposed; 2) the error function used to update sample weights at each stage and the weights of the classifier in the final ensemble model, given by the absolute ranked probability score, a measure that accounts for both the ordering and the distance between classes. ADABORD is extensively compared against seven state-of-the-art methods on the TOC-UCO repository, the largest benchmark collection for OC to date. The experimental results, supported by statistical analysis, show that ADABORD significantly outperforms competing methods, particularly on datasets with five or more classes, where the ordinal structure becomes more pronounced. Source code, along with all experimental protocols, is publicly available to ensure reproducibility and facilitate future research in OC.

Fraud detection systems must scale with rising transaction volume while remaining explainable and reviewable. We study a layered pipeline on the PaySim dataset that combines a gradient-boosted classifier, graph-derived structural features, an autoencoder-based anomaly signal, TreeSHAP explanations, and a bounded LLM investigation agent applied to cases the classifier scores uncertainly. Before any model comparison, we identify and remove a simulator-specific balance shortcut that would otherwise inflate baseline performance. After this correction, neither the graph features nor the anomaly signal improves Average Precision on the full test set. Both, however, rank fraud better within the subset of cases receiving intermediate baseline scores. In a controlled experiment with injected multi-account fraud rings, engineered structural features recover all injected test transactions, while the tabular baseline misses roughly a quarter of them. The investigation agent underperforms direct thresholding of the classifier it relies on, reaching 65.0% accuracy against 71.7% on a balanced 60-case sample, despite having access to model explanations, graph context, and retrieved reference cases. Of the eight decisions the agent changed, six replaced correct classifier outputs with errors, and it produced a coherent written rationale in each case. An exploratory disagreement-based escalation rule flagged two of these agent errors for human review without flagging any correct decision. We conclude that each component of a layered fraud system contributes only under specific conditions, and that a plausible rationale from an investigation agent is not evidence of a better decision.

Polycystic Ovarian Syndrome (PCOS) is a widespread hormone problem for women of childbearing age. Women with PCOS may not ovulate; they might have high levels of androgens and have many small cysts on the ovaries. It can cause missed or irregular menstrual periods, excess hair growth, acne, infertility, and weight gain. Machine Learning (ML) can effectively diagnose this disease at an earlier stage as tons of medical data are available now. Traditional approaches to detect PCOS encompass a combination of clinical evaluation, medical history assessment, physical examination, and laboratory tests. These approaches aim to identify the characteristic symptoms and hormonal imbalances associated with PCOS. Physical examination requires good resources and costs time and money. In recent times, data-driven techniques have substantially advanced disease prediction within the medical field. We aim to utilize ML approaches, incorporating unique feature selection algorithms, to predict PCOS. This paper introduces a data-driven approach to PCOS diagnosis, combining Feature Engineering and ML. Several feature selection approaches have been considered to select sets of features for training the ML model, including CatBoost, Extreme Gradient Boosting (XGBoost), Light Gradient Boosting Machine (LGBM), AdaBoost, Random Forest (RF). Results demonstrate that AdaBoost, with ten features selected by RF Feature Importance and Highest Correlation (HC), provides the highest test accuracy.

The bottleneck of Earth Observation processing chains is not the arrival of new imagery but whether the surface is actually visible when the image arrives. We study this as an observability forecasting problem on EarthNet2021. Given recent multispectral imagery and exogenous weather drivers, the goal is to predict whether the next acquisition will be usable and, if not, when a usable view is likely to return. To do this, we adapt LeWorldModel, a joint-embedding predictive architecture world model, to cloud-aware Earth Observation sequences. The final pipeline converts raw minicubes into episodic HDF5 sequences with five image channels (blue, green, red, near-infrared, cloud mask) and eight meteorological and calendar covariates. The resulting model has 18.0M trainable parameters and is trained from scratch on 23,904 training episodes. The trained leWorldModel is evaluated under a locked protocol: linear probes are fit on train only, calibration choices are set on an internal validation split, and the fitted heads are then frozen for valsplit, IID, OOD, and extreme evaluation. On the full frozen-bundle observability benchmark, LeWorldModel consistently outperforms persistence. For next-step usability, balanced accuracy ranges from 0.769 to 0.887, compared with 0.493 to 0.556 for persistence. For exact first-usable-horizon prediction, accuracy ranges from 0.602 to 0.806, compared with 0.120 to 0.369 for persistence. Against a frozen LightGBM baseline fit on the same training windows, LeWorldModel is better on continuous clear/cloud regression and on exact recovery timing on valsplit, IID, and extreme, while LightGBM is stronger on the simpler binary any-usable-within-six task and is more robust on OOD. In separate sampled diagnostic analyses, LeWM also produces strong ranking-based anomaly signals under synthetic temporal inconsistencies.

Boosting is one of the most successful learning techniques for standard classification and regression tasks. Its extension to multi-output prediction problems has found an increasing number of applications in recent years. Among them is the prediction of entire conditional distributions rather than single functionals, which can often be framed as a multi-output regression problem, for example multiple quantile regression. Addressing such problems with classical implementations of boosting is computationally challenging, because usually one base model is trained for each target at every iteration. More efficient variants of boosting have been proposed to speed up training, but they tend to be tied to specific loss functions and classes of base learners, usually decision trees. In this work, we study a modification of the gradient boosting algorithm, which we call parallel gradient boosting, designed to circumvent all these limitations. The core idea is to use a common descent direction for all training observations. By doing so, only one base model is needed at each iteration, regardless of the number of targets, which allows for considerable performance gains. We establish sufficient conditions for the convergence of the algorithm, whose practical use is introduced via the multiple quantile regression setting. We show that in such a setting, it provides predictions of similar quality to state-of-the-art boosting libraries such as XGBoost, while being faster by several orders of magnitude. Then, we evaluate the properties of the resulting conditional distribution estimator, which is shown empirically to outperform other nonparametric and semiparametric estimators, especially in high-dimensional settings and in the presence of mixed and/or missing covariates.

Tabular learning is still dominated by gradient-boosted decision trees (GBDTs), while recent deep learning approaches have become increasingly competitive. However, applying deep tabular models to large-scale datasets remains challenging, as large sample sizes, high feature dimensionality, or many target classes can introduce substantial computational cost. We propose TabLoRA, a parameter-efficient trainable neural ensemble for large-scale tabular learning. Instead of using fully independent ensemble backbones, TabLoRA shares a common backbone across predictors and introduces predictor-specific low-rank adaptations, enabling ensemble-style prediction without full parameter duplication. Across benchmarks, TabLoRA achieves a favorable balance between predictive performance and practical efficiency compared with GBDT methods and recent deep learning baselines under the same resource constraints. Memory analysis and ablation studies further show that the proposed design improves the feasibility of neural ensemble learning while preserving much of the benefit of full ensembles.

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.

Accurate poverty mapping using satellite imagery is often hindered by (i) noisy and sparse survey-derived supervision, (ii) image quality issues such as cloud cover and image corruption, and (iii) lack of explicit spatial structure in image-only models. Building on the KidSat framework, we develop an enhanced pipeline that improves predictive accuracy via refined data preprocessing, systematic image quality assessment, and mathematically defined geographic encoding. First, we refine the fine-tuning target matrix by resolving high-cardinality sparsity and reducing one-hot dimensionality from 103 to 51 via DHS re-aggregation. Second, we introduce a simple two-stage quality-screening procedure to filter heavily clouded or corrupted observations. Third, we fuse DINOv2 visual embeddings with Spherical Harmonics (SH) location features. Across extensive experiments, these changes reduce MAE from 0.2167 to 0.1759, corresponding to an 18.83% relative reduction on the cluster-level severe-deprivation proportion scale. When extended from 16 to 33 African countries, the best-performing configuration achieves an overall MAE of 0.1658. We find that SH features consistently improve performance over the image-only backbone, whereas higher-capacity coordinate Multi Layer Perception augmentation (SH+SIREN) can underperform without carefully designed objectives. Finally, gradient-boosted tree heads (XGBoost/LightGBM) most effectively exploit nonlinear interactions in the fused visual-geographic representation. These findings provide a scalable and principled recipe for improving satellite-based socioeconomic predictions using only publicly accessible data.

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.

We present K-ABENA (K-Adaptive Backpropagation with Error-based N-exclusion Algorithm), a selective gradient computation framework that reduces per-iteration training cost by excluding a fraction of low-loss ("minor") observations from the backward pass. Its canonical form (v3) combines a defensive-mixture sampling design over the minor set with Horvitz-Thompson inverse-probability reweighting, yielding a design-unbiased Horvitz-Thompson gradient estimator (Lemma 2) and whose self-normalized practical variant carries a bias of order O(1/m) with an explicit constant (Lemma 3). We prove an O(1/sqrt(T)) non-convex convergence guarantee for SGD under the estimator, with an additive term that quantifies the residual bias (Theorem 1). We further prove that uncompensated loss-based selection - a family that includes OHEM, SBP, and the two earlier K-ABENA variants - admits no stationary point at any minimizer where its selection bias is bounded away from zero (Proposition 2), and we quantify this failure empirically: at 0.17% class imbalance, uncompensated variants reach test AUC 0.53-0.62 versus 0.9998 for full-batch SGD, while the compensated estimator attains 0.9991 at identical 28.4% compute savings. On real datasets (Breast Cancer, Digits, Wine, Diabetes) the compensated estimator is statistically indistinguishable from full-batch SGD (paired permutation tests, p >= 0.5; Section 7) while saving 28-54% of per-epoch gradient computation. A biased "regularized mode" (the earlier half-domain variant) is retained as an option with a proven exact bias decomposition (Lemma 5) and quantified contraindications: it collapses to 0.386 accuracy under 40% label noise (baseline: 0.832) and to 0.53 AUC under extreme imbalance. Every advantage and every limitation reported in this paper is either proved or measured; all experiments are CPU-scale (NumPy/scikit-learn) and their scope is stated explicitly.

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.

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.

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.

This paper presents the design, development, and implementation of a specialized forecast-then-optimize algorithmic pricing tool for sales campaigns in fashion e-commerce. Sales events present unique challenges for pricing including volatile demand patterns, rapid pricing decisions, and the need to balance short-term revenue with long-term profitability. We describe our approach combining daily-resolution demand forecasting using gradient-boosted trees with a multi-objective optimization framework that maximizes both long-term profit and net merchandise value for more than 5 million articles. Our solution addresses key limitations of existing weekly-granularity systems by implementing a forecast-then-optimize architecture that reduces pricing decision time from hours to minutes. We validate our approach through 23 A/B tests across 12 markets during 2023-2024 sales campaigns at Zalando, one of Europe's leading online fashion retailers. Experimental results demonstrate that the new pricing system achieves approximately 6% higher profit while maintaining equivalent performance on sales and revenue compared to the previous manual-algorithmic hybrid approach. Based on these results, the algorithm was successfully deployed to production and now handles the majority of algorithmic pricing decisions for sales campaigns at the company.

Scholarly text classification supports literature organization, subject indexing, and research intelligence, but Chinese scholarly corpora often contain imbalanced and semantically adjacent disciplinary labels. We propose AutoTail-BSFGM, a class-balance-aware fine-tuning method that combines an automatically gated tail-prior adjustment, a weak Balanced Softmax auxiliary loss, and Fast Gradient Method adversarial regularization. The method changes only the training objective and procedure; inference uses the same single base-size encoder and linear classifier as the corresponding label-smoothed baseline. We evaluate the method on two CSL-based tasks: an abstract-to-discipline task with 67 labels and a title-to-category task with 13 categories. On the primary abstract task, AutoTail-BSFGM improves validation and lockbox accuracy under both Chinese RoBERTa-WWM and MacBERT-base. With MacBERT-base, validation accuracy increases by 0.83 percentage points and lockbox accuracy by 0.49 points, with a pooled paired McNemar signal on validation (p = 0.023). On the title task, the method improves validation accuracy by 0.70 points and validation balanced accuracy by 2.64 points; lockbox accuracy is approximately neutral while lockbox balanced accuracy improves by 1.22 points. The results support a bounded contribution: AutoTail-BSFGM improves class-balance-sensitive behavior and yields consistent gains for abstract-based scholarly classification, without uniformly improving every metric on every split.

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.

Non-alcoholic fatty liver disease (NAFLD) affects roughly 25% of global adults, posing substantial hepatic and cardiovascular risks. Yet, population-level screening tools remain inadequate. We present Method, a machine-learning framework for NAFLD risk prediction coupling gradient-boosted decision trees with conformal prediction to yield calibrated, distribution-free coverage guarantees on individual risk estimates. It integrates a mutual-information-based stability selection procedure to identify a compact, clinically interpretable feature subset via bootstrap resampling, constructing prediction sets whose marginal coverage provably exceeds a user-specified confidence level. We evaluated Method on a multicenter cohort from Guangzhou, China (primary n=2,187; external validation n=412) using 78 candidate features across demographics, metabolic biomarkers, and lifestyle factors. Method achieves an AUROC of 0.912 internally and 0.891 externally, outperforming deep neural networks, TabNet, support vector machines, and logistic regression. Conformal prediction sets achieve 91.3% empirical coverage at the 90% nominal level. A three-tier risk stratification derived from these scores separates the population into distinct groups, with the high-risk subgroup showing a 12-month progression rate 4.7 times that of the low-risk tier. The selected features -- notably waist circumference, ALT, GGT, triglycerides, fasting glucose, and BMI -- align with established metabolic risk factors, providing biological plausibility.

Recent Tabular Foundation Models (TFMs) have demonstrated state-of-the-art predictive performance, often surpassing Gradient-Boosted Decision Trees (GBDTs). However, the trustworthiness of these models, particularly their uncertainty quantification, has been largely overlooked. We investigate this gap through an extensive study comparing TFMs, GBDTs, and classical baselines on the 112 datasets of the TALENT benchmark. Our results reveal a performance-uncertainty trade-off: although TFMs achieve the highest predictive performance, measured by AUC, they exhibit lower conditional coverage under conformal prediction, measured by SSCS, compared to GBDTs. Complementary experiments on synthetic datasets further characterize the regimes in which this effect intensifies. We conclude that while TFMs advance predictive frontiers, achieving well-calibrated uncertainty remains a major open challenge for their reliable adoption. Code is available at: https://github.com/jose-melo/high-performance-low-reliability

Customer churn prediction is essential across data-driven industries such as insurance, digital banking, eCommerce, and subscription platforms, where retaining existing customers is typically more cost-effective than acquiring new ones. Predicting churn on structured datasets remains challenging due to class imbalance, nonlinear feature interactions, and heterogeneous feature types. Tree-based ensemble methods consistently demonstrate strong performance in these contexts, often outperforming conventional neural networks. This study introduces a validated hybrid architecture that integrates feature-tokenized transformers (FT-Transformer) with gradient-boosted trees through calibration-aware stacking. The proposed framework addresses persistent gaps in statistical validation, probability calibration, and reproducibility found in prior research. The FT-Transformer captures higher-order feature interactions using self-attention, while XGBoost captures gradient-boosted decision boundaries with complementary inductive biases. Class imbalance is handled using class-weighted loss functions, thereby avoiding synthetic oversampling and preserving minority-class distributions. The models are ensembled using out-of-fold (OOF) stacking with a logistic regression meta-learner, which recalibrates overconfident base model outputs and learns optimal combination weights. On a public bank churn dataset, the hybrid model achieves 62.10% F1, 0.861 AUC-ROC, and 0.647 PR-AUC, outperforming the Multi-Layer Perceptron (MLP) baseline by 3.37 F1 points and 0.027 AUC under 5x5 cross-validation with 95% confidence intervals reported. Ablation studies demonstrate that both the transformer component and stacking strategy contribute materially to performance. The proposed methodology offers a reproducible and extensible reference architecture for contemporary churn prediction on structured tabular data.

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.

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.

Explainability of deep learning algorithms is critical for computer-vision applications with high-stake decisions. Concept bottleneck models (CBM) have recently shown promising performance to provide explainable and accurate predictions for classification problems, based on a bottleneck of high-level concepts. Existing CBM methods rely on a linear aggregation of the concept scores to compute predictions. However, a large number of concepts is often used in this linear approach, which undermines explainability and favors information leakage. In general, the underlying relation between concepts and output logits is not linear. Therefore, we introduce Hoeffding Concept Bottleneck Models (HCBM), which build on the Hoeffding functional decomposition of gradient-boosted trees to provide non-linear and sparse aggregations of concept scores, and generate compact predictions using prime implicants. HCBM are proved to be robust to interconcept leakage, and outperform standard linear CBM in practice, as shown in extensive experiments. Beyond classification, HCBM can be adapted to object detection, and we focus on a challenging case with overhead images to show the high performance of HCBM in these settings.

Despite strong predictive results in the clinical machine learning literature, the translation of these models into bedside use remains limited by systems-level barriers: heterogeneous data representations, the absence of standardized deployment workflows, and a mismatch between research prototypes and the concurrency and latency requirements of hospital environments. We present the SepsisAI-Orchestrator, an open-source modular platform that addresses this deployment gap for early sepsis detection. The platform integrates HL7 FHIR-inspired Clinical Document Architecture (CDA) preprocessing, NoSQL storage, a containerized LightGBM classifier served via REST APIs, and a Streamlit clinical dashboard, orchestrated with Docker and Kubernetes. A previously validated LightGBM model (F1 0.87-0.94 on PhysioNet 2019) is reused without modification; the contribution lies in the surrounding infrastructure and its empirical characterization under load. Using k6 with 50-1000 concurrent virtual users, we find that replica count must be matched to the physical CPU thread count of the host: scaling from 3 to 12 replicas on a 12-thread CPU reduces p95 latency from 3.3s to 1.41s (57.3% reduction) and eliminates all request failures, while over-provisioning to 24 or 48 replicas degrades performance due to scheduler contention. To our knowledge this U-shaped scaling behavior has not been quantified previously for clinical AI inference workloads. We do not claim prospective clinical validation. Source code and deployment manifests are available at https://github.com/nucleusai/sepsisai-orchestrator.

Tabular foundation models (TFMs) now match or beat tuned gradient-boosted trees on a growing fraction of tabular tasks, but no single TFM wins on every dataset. Ensembling is the go to fix here, and it works less well than expected. Six modern TFMs form a near-redundant pool: their mean pairwise Q-statistic is $0.961$, close enough to $1$ that any convex combination is bounded above. We benchmark six ensemble strategies over six TFMs on 153 OpenML classification tasks. The best ensemble, two-level cascade stacking, buys $+0.18\%$ accuracy over the strongest single TFM at $253\times$ the compute. A Friedman and Nemenyi analysis places three ensembles and the best base TFM in a single equivalence group; three other ensembles are significantly \emph{worse} than the best base. Stacking with a logistic-regression meta-learner is the most striking case: competitive accuracy and ROC-AUC, the worst log-loss rank among the ensembles. The meta-learner improves accuracy by sharpening class boundaries, which destroys calibration. We recommend greedy selection as the practical default.

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.

Existing granular-ball classification methods are often driven by handcrafted quality measures, neighborhood rules, or heuristic splitting and stopping criteria, which may reduce the transparency of local construction decisions and hinder explicit modeling of boundary-sensitive regions. To address this issue, this paper proposes a Minimum Description Length based Granular-Ball Classifier (MDL-GBC), a boundary-aware non-parametric and interpretable granular-ball classifier. MDL-GBC formulates class-conditional granular-ball construction as a local model selection problem under the Minimum Description Length principle. For each class, samples from the target class provide positive class evidence, while samples from the remaining classes provide negative boundary evidence. For each current granular ball, three candidate explanations are compared under a unified description-length criterion: a single-ball model, a two-ball model, and a core-boundary model. The selected model determines whether the ball is retained, geometrically split, or refined into core and boundary-sensitive child balls, thereby making local construction decisions consistent with the MDL-based classification mechanism. During prediction, a class-level mixture coding rule aggregates stable granular balls of the same class and assigns the test sample by comparing class-wise coding costs. Experiments on 18 benchmark datasets show that MDL-GBC achieves competitive classification performance against classical classifiers and representative granular-ball-based methods, obtaining the best average Accuracy, Macro-F1, and average rank. These results indicate that MDL-GBC provides an effective and interpretable alternative to conventional heuristic granular-ball classification strategies.

Benign overfitting is well-characterized in $\ell_2$ geometries, but its behavior under the $\ell_1$ implicit bias of greedy ensembles remains challenging. The analytical barrier stems from the non-linear coupling of coordinate selection thresholds, which invalidates standard spectral resolvent tools. To isolate this algorithmic bias, we characterize the high-dimensional risk of continuous-time $\ell_2$-Boosting over $p$ features and $n$ samples. By coupling the Convex Gaussian Minimax Theorem with delicate asymptotic expansions of double-sided truncated Gaussian moments, we analytically resolve the non-smooth $\ell_1$ interpolant. Under an isotropic pure-noise model, we prove that benign overfitting fails at the linear rate: greedy selection localizes noise into sparse active sets, and the excess variance decays at a logarithmic rate $Θ(σ^2/\log(p/n))$ for noise variance $σ^2$. We remark that while this localization mechanism should persist in the presence of signals, the exact signal-noise decomposition remains an open problem. For spiked-isotropic designs with $k^*$ head eigenvalues and $r_2 = p - k^*$ tail dimensions, the risk converges to zero when $r_{2} \gg n$, but only at a logarithmic rate $Θ(σ^2/\log(r_2/n))$, which is slower than the linear decay observed in $\ell_2$ geometries. To avoid this slow convergence, we analyze the non-smooth subdifferential dynamics of the boosting flow. This yields a tuning-free early stopping rule that, under a bounded $\ell_1$-path condition, recovers the Lasso basic inequality and attains the minimax-optimal empirical prediction rate for $\ell_1$-bounded signals.

Large language models (LLMs) have recently been adapted to tabular prediction by serializing structured features into natural language, but their performance in low-data regimes remains limited compared to gradient-boosted decision trees (GBDTs). In this work, we revisit the boosting paradigm, traditionally associated with tree ensembles, and ask whether it can be applied as a general training principle for LLM fine-tuning. We propose BoostLLM, a framework that transforms parameter-efficient fine-tuning into a multi-round residual optimization process by training sequential PEFT adapters as weak learners. To incorporate tabular inductive bias, BoostLLM integrates decision-tree paths as a second input view alongside raw features; analysis reveals that the path view acts as a structured teacher in early training steps before the model shifts toward feature-driven representations. Empirically, BoostLLM achieves consistent improvements over standard fine-tuning across multiple LLM backbones and datasets, matching or surpassing XGBoost across a wide range of shot counts and outperforming GPT-4o-based methods with a 4B model. We further show that the framework scales: pairing with stronger tree models and extended boosting horizons yields additional gains under appropriate stabilization. These results suggest that boosting can serve as a general training principle for LLM fine-tuning, particularly in low-data regimes for structured data.

An interpretable and scalable framework for decoding driving behaviors from multimodal physiological signals is proposed in this study. We utilize multimodal physiological driving behavior large-scale dataset comprising synchronized electroencephalogram (EEG), electromyography (EMG), and galvanic skin response (GSR) signals. Our approach involves rigorous preprocessing followed by a domain-specific feature extraction pipeline targeting time-domain, frequency-domain, and derived physiological indices. To address high dimensionality, we employ SHAP-based elite feature selection, retaining the top 250 features to reduce computational overhead while preserving predictive power. Hyperparameter optimization for extreme gradient boosting (XGBoost) and light gradient boosting machine (LightGBM) models is conducted using Bayesian optimization via Optuna. Finally, a weighted soft-voting ensemble is constructed to leverage the complementary strengths of both gradient boosting frameworks. The results demonstrate that the proposed ensemble achieves a test accuracy of 80.91% and a macro-F1 score of 0.79, significantly outperforming single-modality baselines and traditional machine learning models. Ablation studies confirm an 8% performance gain over the best single modality (EEG), validating the necessity of multimodal fusion. SHAP analysis further validates the physiological plausibility of the model, revealing that the EEG contributes the majority of predictive weight, GSR and EMG features provide critical discriminatory signals for high-arousal and motor-intensive maneuvers.

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.

Risk scores are an interpretable and actionable class of machine learning models with applications in medicine, insurance, and risk management. Unlike most computational methods, risk scores are designed to be computed by a human by attributing points to a data sample based on a limited set of criteria. The most common approaches for generating risk scores use linear regressions to estimate the effect of selected variables. We propose a simple and effective approach towards building compact and predictive risk scores. We provide an algorithm based on gradient boosting that is capable of modeling nonlinear effects, along with a C++ implementation with Python and R bindings. Through extensive empirical evaluation on twelve tabular datasets spanning regression, classification, and time-to-event tasks, we show that our method achieves competitive predictive performance while producing substantially more compact scores than regression-based alternatives, with 60% fewer rules for classification tasks and 16% fewer rules for time-to-event tasks on average, compared to AutoScore.

This paper introduces the use of per-class regularization hyperparameters in Gabriel graph-based binary classifiers. We demonstrate how the quality index used for regularization behaves both in the margin region and in the presence of outliers, and how incorporating this regularization flexibility can lead to solutions that effectively eliminate outliers while training the classifier. We also show how it can address class imbalance by generating higher and lower thresholds for the majority and minority classes, respectively. Thus, rather than having a single solution based on fixed thresholds, flexible thresholds expand the solution space and can be optimized through hyperparameter tuning algorithms. Friedman test shows that flexible thresholds are capable of improving Gabriel graph-based classifiers.

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.

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.

This paper extends and explains the Multiple Additive Neural Networks (MANN) methodology, an enhancement to the traditional Gradient Boosting framework, utilizing nearly shallow neural networks instead of decision trees as base learners. This innovative approach leverages neural network architectures, notably Convolutional Neural Networks (CNNs) and Capsule Neural Networks, to extend its application to both structured data and unstructured data such as images and audio. For structured data the advantages of capsule neural networks as feature extractors are used and combined with MANN as a classifier. MANN's unique architecture promotes continuous learning and integrates advanced heuristics to combat overfitting, ensuring robustness and reducing sensitivity to hyperparameter settings like learning rate and iterations. Our empirical studies reveal that MANN surpasses traditional methods such as Extreme Gradient Boosting (XGB) in accuracy across well-known datasets. This research demonstrates MANN's superior precision and generalizability, making it a versatile tool for diverse data types and complex learning environments.

Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price formation, reducing the reliability of forecasting models calibrated on historical data. Despite the critical need for updated models, a unified benchmark evaluating feature contributions across all structurally diverse Norwegian bidding zones remains lacking. Here we present a comprehensive evaluation of one-step-ahead forecasting of the Nord Pool market across all five Norwegian bidding zones. We constructed a multimodal hourly dataset spanning 2019-2025 and evaluated eight forecasting model families, including Light Gradient Boosting Machine (LightGBM), autoregressive models with exogenous variables, and advanced deep learning architectures, using a strictly causal test set. We implemented robust rolling-origin backtesting, leave-one-group-out feature ablation, and conditional regime analysis to dissect model performance and feature utility. Our results show that LightGBM achieves the best performance in every zone, with mean absolute error ranging from 1.60 to 5.58 euros per megawatt-hour, while a ridge-regularized autoregressive model with exogenous variables remains a highly competitive linear benchmark in northern zones. Feature ablation reveals that models relying solely on lagged prices and calendar variables achieve high accuracy and often match or closely approach the performance of the full multimodal model. However, conditional regime analysis demonstrates that external features like reservoir levels and gas prices remain crucial to stratify forecast errors, which consistently increase under stressed market regimes. This highlights the practical value of model interpretability and regime awareness for decision makers facing structural changes in market dynamics.

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.

Generalized Additive Models (GAMs) can be used to create non-linear glass-box (i.e. explicitly interpretable) models, where the predictive function is fully observable over the complete input space. However, glass-box interpretability itself does not allow for the incorporation of expert knowledge from the modeller. In this paper, we present ParamBoost, a novel GAM whose shape functions (i.e. mappings from individual input features to the output) are learnt using a Gradient Boosting algorithm that fits cubic polynomial functions at leaf nodes. ParamBoost incorporates several constraints commonly used in parametric analysis to ensure well-refined shape functions. These constraints include: (i) continuity of the shape functions and their derivatives (up to C2); (ii) monotonicity; (iii) convexity; (iv) feature interaction constraints; and (v) model specification constraints. Empirical results show that the unconstrained ParamBoost model consistently outperforms state-of-the-art GAMs across several real-world datasets. We further demonstrate that modellers can selectively impose required constraints at a modest trade-off in predictive performance, allowing the model to be fully tailored to application-specific interpretability and parametric-analysis requirements.

The widespread use of AI and ML models in sensitive areas raises significant concerns about fairness. While the research community has introduced various methods for bias mitigation in binary classification tasks, the issue remains under-explored in multi-class classification settings. To address this limitation, in this paper, we first formulate the problem of fair learning in multi-class classification as a multi-objective problem between effectiveness (i.e., prediction correctness) and multiple linear fairness constraints. Next, we propose a Generalised Exponentiated Gradient (GEG) algorithm to solve this task. GEG is an in-processing algorithm that enhances fairness in binary and multi-class classification settings under multiple fairness definitions. We conduct an extensive empirical evaluation of GEG against six baselines across seven multi-class and three binary datasets, using four widely adopted effectiveness metrics and three fairness definitions.

Accurate production forecasts are essential for the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic forecasts of wind power generation using gradient boosting trees and an ensemble of weather forecasts. To this end, we perform a comparative analysis across three state-of-the-art probabilistic prediction methods-conformalized quantile regression, natural gradient boosting and conditional diffusion models-all of which can be combined with tree-based machine learning. The methods are validated using four years of data for all Belgian offshore wind farms. We benchmark the models against the power curve and a calibrated wake model as well as a probabilistic method using stochastic variational Gaussian process regression. The tree-based models significantly reduce the mean absolute error in comparison to the deterministic baselines. Additionally, all three methods outperform the Gaussian process baseline in probabilistic skill, while two out of the three also improve point forecast accuracy. The conditional diffusion model attains the best performance, with improvements of 5% in mean absolute error and 12% in continuous rank probability score compared to the probabilistic baseline. Last, the results indicate an average improvement in point forecast accuracy of 17% by using an ensemble of weather forecasts instead of a single provider.

Tree-boosting is a widely used machine learning technique for tabular data. However, its out-of-sample accuracy is critically dependent on multiple hyperparameters. In this article, we empirically compare several popular methods for hyperparameter optimization for tree-boosting including random grid search, the tree-structured Parzen estimator (TPE), Gaussian-process-based Bayesian optimization (GP-BO), Hyperband, the sequential model-based algorithm configuration (SMAC) method, and deterministic full grid search using $59$ regression and binary classification data sets. We find that the SMAC method clearly outperforms all the other considered methods on average, and it gives stable performance across a diverse collection of tabular data sets under a fixed tuning budget, which is relevant for users who cannot afford extensive manual trial-and-error tuning. We further observe that (i) a relatively large number of trials larger than $100$ is typically required for accurate tuning, (ii) using default values for hyperparameters or a full search over a small grid often yields very inaccurate models, (iii) all considered hyperparameters can have a material effect on the accuracy of tree-boosting, i.e., there is no small set of hyperparameters that is more important than others, and (iv) choosing the number of boosting iterations using early stopping yields more accurate results compared to including it in the search space for regression tasks.

Numerous studies on Boosting attempt to mitigate classification bias caused by class imbalance. However, existing studies have yet to explore the collaborative optimization of imbalanced learning and model training. This constraint hinders further performance improvements. To bridge this gap, this study proposes a collaborative optimization Boosting model of multiclass imbalanced learning. By integrating the density factor and the confidence factor, this model implements a noise-resistant weight update mechanism alongside a dynamic sampling strategy. Rather than functioning as independent components, these modules are tightly integrated to orchestrate weight updates, sample region partitioning, and region-guided sampling. Thus, this study proposes the collaborative optimization of imbalanced learning and model training. Extensive experiments on 40 public imbalanced datasets demonstrate that the proposed model significantly outperforms seven state-of-the-art baselines. The code and datasets for this paper are available at: https://github.com/ChuantaoLi/DARG.

We introduce Gradient Boosted Mixed Models (GBMixed), a framework which extends boosting to clustered data by jointly modeling the mean and variance components in a linear mixed model via likelihood-based gradients. GBMixed estimates a nonparametric fixed effects function characterizing the overall mean of the response, while also allowing the random effects covariance matrix along with the residual variance to depend on covariates in a flexible manner. We demonstrate how GBMixed facilitates covariate-dependent random effect predictions, and subsequently point predictions and prediction intervals for individual treatment effects, that can adapt between population-level and cluster-level information. Simulations and applications to two real-world datasets demonstrate that GBMixed can accurately recover complex nonlinear fixed effect functions and covariate-dependent covariances in a linear mixed model, while also improving point and probabilistic predictive performance compared with several existing approaches such as parametric linear mixed models, Natural Gradient Boosting, and Gaussian Process Boosting.

Fetal health classification is a critical task in obstetrics, enabling early identification and management of potential health problems. However, it remains challenging due to data complexity and limited labeled samples. This research paper presents a novel machine-learning approach for fetal health classification, leveraging a LightGBM classifier trained on a comprehensive dataset. The proposed model achieves an impressive accuracy of 98.31% on a test set. Our findings demonstrate the potential of machine learning in enhancing fetal health classification, offering a more objective and accurate assessment. Notably, our approach combines various features, such as fetal heart rate, uterine contractions, and maternal blood pressure, to provide a comprehensive evaluation. This methodology holds promise for improving early detection and treatment of fetal health issues, ensuring better outcomes for both mothers and babies. Beyond the high accuracy achieved, the novelty of our approach lies in its comprehensive feature selection and assessment methodology. By incorporating multiple data points, our model offers a more holistic and reliable evaluation compared to traditional methods. This research has significant implications in the field of obstetrics, paving the way for advancements in early detection and intervention of fetal health concerns. Future work involves validating the model on a larger dataset and developing a clinical application. Ultimately, we anticipate that our research will revolutionize the assessment and management of fetal health, contributing to improved healthcare outcomes for expectant mothers and their babies.

Classification outperforms regression across matched machine learning models in portfolio construction. A stacking ensemble of gradient boosted tree, random forest, and neural network yields a value-weighted annualized Sharpe ratio of 1.83 for classification and 1.11 for regression. This outperformance persists in multiclass settings, across subsamples, and after transaction costs. Spanning tests show that classification retains economically large alphas after we control for regression, whereas regression alphas shrink substantially once we control for classification. These results indicate that classification extracts more return information than matched regression. Our diagnostics trace classification's advantage to sharper and more precise separation of return deciles.