scholarly journals Historical Gradient Boosting Machine

10.29007/2sdc ◽  
2018 ◽  
Author(s):  
Zeyu Feng ◽  
Chang Xu ◽  
Dacheng Tao
Keyword(s):  
Function Space ◽  
Numerical Optimization ◽  
Convergence Speed ◽  
Steepest Descent ◽  
Experimental Results ◽  
Gradient Boosting ◽  
Descent Direction ◽  
Weak Learner ◽  
Gradient Boosting Machine ◽  
Guiding Effect

We introduce the Historical Gradient Boosting Machine with the objective of improving the convergence speed of gradient boosting. Our approach is analyzed from the perspective of numerical optimization in function space and considers gradients in previous steps, which have rarely been appreciated by traditional methods. To better exploit the guiding effect of historical gradient information, we incorporate both the accumulated previous gradients and the current gradient into the computation of descent direction in the function space. By fitting to the descent direction given by our algorithm, the weak learner could enjoy the advantages of historical gradients that mitigate the greediness of the steepest descent direction. Experimental results show that our approach improves the convergence speed of gradient boosting without significant decrease in accuracy.

scholarly journals A Multi-Class Automatic Sleep Staging Method Based on Photoplethysmography Signals

Entropy ◽  
2021 ◽  
Vol 23 (1) ◽  
pp. 116
Author(s):  
Xiangfa Zhao ◽  
Guobing Sun
Keyword(s):  
Time Domain ◽  
Single Channel ◽  
Kappa Statistic ◽  
Gradient Boosting ◽  
Sleep Staging ◽  
Challenging Problem ◽  
Sleep State ◽  
Light Gradient ◽  
Gradient Boosting Machine ◽  
The Time Domain

Automatic sleep staging with only one channel is a challenging problem in sleep-related research. In this paper, a simple and efficient method named PPG-based multi-class automatic sleep staging (PMSS) is proposed using only a photoplethysmography (PPG) signal. Single-channel PPG data were obtained from four categories of subjects in the CAP sleep database. After the preprocessing of PPG data, feature extraction was performed from the time domain, frequency domain, and nonlinear domain, and a total of 21 features were extracted. Finally, the Light Gradient Boosting Machine (LightGBM) classifier was used for multi-class sleep staging. The accuracy of the multi-class automatic sleep staging was over 70%, and the Cohen’s kappa statistic k was over 0.6. This also showed that the PMSS method can also be applied to stage the sleep state for patients with sleep disorders.

A UMDA-Based Discretization Method for Continuous Attributes

2011 ◽  
Vol 403-408 ◽  
pp. 1834-1838
Author(s):  
Jing Zhao ◽  
Chong Zhao Han ◽  
Bin Wei ◽  
De Qiang Han
Keyword(s):  
Machine Learning ◽  
Data Mining ◽  
Evolutionary Algorithms ◽  
Marginal Distribution ◽  
Convergence Speed ◽  
Fast Convergence ◽  
Experimental Results ◽  
Discretization Method ◽  
Bottom Up ◽  
Global Dynamic

Discretization of continuous attributes have played an important role in machine learning and data mining. They can not only improve the performance of the classifier, but also reduce the space of the storage. Univariate Marginal Distribution Algorithm is a modified Evolutionary Algorithms, which has some advantages over classical Evolutionary Algorithms such as the fast convergence speed and few parameters need to be tuned. In this paper, we proposed a bottom-up, global, dynamic, and supervised discretization method on the basis of Univariate Marginal Distribution Algorithm.The experimental results showed that the proposed method could effectively improve the accuracy of classifier.

scholarly journals Assessing fracture risk using gradient boosting machine (GBM) models

2012 ◽  
Vol 27 (6) ◽  
pp. 1397-1404 ◽  
Author(s):  
Elizabeth J Atkinson ◽  
Terry M Therneau ◽  
L Joseph Melton ◽  
Jon J Camp ◽  
Sara J Achenbach ◽  
...  
Keyword(s):  
Fracture Risk ◽  
Gradient Boosting ◽  
Gradient Boosting Machine

scholarly journals Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume

2021 ◽  
Author(s):  
Nino Antulov-Fantulin ◽  
Tian Guo ◽  
Fabrizio Lillo
Keyword(s):  
Econometric Models ◽  
Gradient Boosting ◽  
Point Estimate ◽  
Order Book ◽  
Probabilistic Forecasting ◽  
Short Term ◽  
Ensemble Models ◽  
Gradient Boosting Machine ◽  
Different Sources ◽  
Better Than

AbstractWe study the problem of the intraday short-term volume forecasting in cryptocurrency multi-markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place. Methodologically, we propose a temporal mixture ensemble, capable of adaptively exploiting, for the forecasting, different sources of data and providing a volume point estimate, as well as its uncertainty. We provide evidence of the clear outperformance of our model with respect to econometric models. Moreover our model performs slightly better than Gradient Boosting Machine while having a much clearer interpretability of the results. Finally, we show that the above results are robust also when restricting the prediction analysis to each volume quartile.

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