اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدHistogram Transform Ensembles for Large-scale Regression
176
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We propose a novel algorithm for large-scale regression problems named histogram transform ensembles (HTE), composed of random rotations, stretchings, and translations. First of all, we investigate the theoretical properties of HTE when the regression function lies in the H{o}lder space $C^{k,alpha}$, $k in mathbb{N}_0$, $alpha in (0,1]$. In the case that $k=0, 1$, we adopt the constant regressors and develop the na{i}ve histogram transforms (NHT). Within the space $C^{0,alpha}$, although almost optimal convergence rates can be derived for both single and ensemble NHT, we fail to show the benefits of ensembles over single estimators theoretically. In contrast, in the subspace $C^{1,alpha}$, we prove that if $d geq 2(1+alpha)/alpha$, the lower bound of the convergence rates for single NHT turns out to be worse than the upper bound of the convergence rates for ensemble NHT. In the other case when $k geq 2$, the NHT may no longer be appropriate in predicting smoother regression functions. Instead, we apply kernel histogram transforms (KHT) equipped with smoother regressors such as support vector machines (SVMs), and it turns out that both single and ensemble KHT enjoy almost optimal convergence rates. Then we validate the above theoretical results by numerical experiments. On the one hand, simulations are conducted to elucidate that ensemble NHT outperform single NHT. On the other hand, the effects of bin sizes on accuracy of both NHT and KHT also accord with theoretical analysis. Last but not least, in the real-data experiments, comparisons between the ensemble KHT, equipped with adaptive histogram transforms, and other state-of-the-art large-scale regression estimators verify the effectiveness and accuracy of our algorithm.
قيم البحث
اقرأ أيضاً
In this paper, we propose a gradient boosting algorithm for large-scale regression problems called textit{Gradient Boosted Binary Histogram Ensemble} (GBBHE) based on binary histogram partition and ensemble learning. From the theoretical perspective,
by assuming the H{o}lder continuity of the target function, we establish the statistical convergence rate of GBBHE in the space $C^{0,alpha}$ and $C^{1,0}$, where a lower bound of the convergence rate for the base learner demonstrates the advantage of boosting. Moreover, in the space $C^{1,0}$, we prove that the number of iterations to achieve the fast convergence rate can be reduced by using ensemble regressor as the base learner, which improves the computational efficiency. In the experiments, compared with other state-of-the-art algorithms such as gradient boosted regression tree (GBRT), Breimans forest, and kernel-based methods, our GBBHE algorithm shows promising performance with less running time on large-scale datasets.
We investigate an algorithm named histogram transform ensembles (HTE) density estimator whose effectiveness is supported by both solid theoretical analysis and significant experimental performance. On the theoretical side, by decomposing the error te
rm into approximation error and estimation error, we are able to conduct the following analysis: First of all, we establish the universal consistency under $L_1(mu)$-norm. Secondly, under the assumption that the underlying density function resides in the H{o}lder space $C^{0,alpha}$, we prove almost optimal convergence rates for both single and ensemble density estimators under $L_1(mu)$-norm and $L_{infty}(mu)$-norm for different tail distributions, whereas in contrast, for its subspace $C^{1,alpha}$ consisting of smoother functions, almost optimal convergence rates can only be established for the ensembles and the lower bound of the single estimators illustrates the benefits of ensembles over single density estimators. In the experiments, we first carry out simulations to illustrate that histogram transform ensembles surpass single histogram transforms, which offers powerful evidence to support the theoretical results in the space $C^{1,alpha}$. Moreover, to further exert the experimental performances, we propose an adaptive version of HTE and study the parameters by generating several synthetic datasets with diversities in dimensions and distributions. Last but not least, real data experiments with other state-of-the-art density estimators demonstrate the accuracy of the adaptive HTE algorithm.
In this paper, we propose a density estimation algorithm called textit{Gradient Boosting Histogram Transform} (GBHT), where we adopt the textit{Negative Log Likelihood} as the loss function to make the boosting procedure available for the unsupervise
d tasks. From a learning theory viewpoint, we first prove fast convergence rates for GBHT with the smoothness assumption that the underlying density function lies in the space $C^{0,alpha}$. Then when the target density function lies in spaces $C^{1,alpha}$, we present an upper bound for GBHT which is smaller than the lower bound of its corresponding base learner, in the sense of convergence rates. To the best of our knowledge, we make the first attempt to theoretically explain why boosting can enhance the performance of its base learners for density estimation problems. In experiments, we not only conduct performance comparisons with the widely used KDE, but also apply GBHT to anomaly detection to showcase a further application of GBHT.
When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform nearly as well
as an ideal infinite ensemble (trained on the same data). The purpose of the current paper is to develop a bootstrap method for solving this problem in the context of regression --- which complements our companion paper in the context of classification (Lopes 2019). In contrast to the classification setting, the current paper shows that theoretical guarantees for the proposed bootstrap can be established under much weaker assumptions. In addition, we illustrate the flexibility of the method by showing how it can be adapted to measure algorithmic convergence for variable selection. Lastly, we provide numerical results demonstrating that the method works well in a range of situations.
This paper develops a novel stochastic tree ensemble method for nonlinear regression, which we refer to as XBART, short for Accelerated Bayesian Additive Regression Trees. By combining regularization and stochastic search strategies from Bayesian mod
eling with computationally efficient techniques from recursive partitioning approaches, the new method attains state-of-the-art performance: in many settings it is both faster and more accurate than the widely-used XGBoost algorithm. Via careful simulation studies, we demonstrate that our new approach provides accurate point-wise estimates of the mean function and does so faster than popular alternatives, such as BART, XGBoost and neural networks (using Keras). We also prove a number of basic theoretical results about the new algorithm, including consistency of the single tree version of the model and stationarity of the Markov chain produced by the ensemble version. Furthermore, we demonstrate that initializing standard Bayesian additive regression trees Markov chain Monte Carlo (MCMC) at XBART-fitted trees considerably improves credible interval coverage and reduces total run-time.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
