The big-data revolution announced ten years ago does not seem to have fully happened at the expected scale. One of the main obstacle to this, has been the lack of data circulation. And one of the many reasons people and organizations did not share as much as expected is the privacy risk associated with data sharing operations. There has been many works on practical systems to compute statistical queries with Differential Privacy (DP). There have also been practical implementations of systems to train Neural Networks with DP, but relatively little efforts have been dedicated to designing scalable classical Machine Learning (ML) models providing DP guarantees. In this work we describe and implement a DP fork of a battle tested ML model: XGBoost. Our approach beats by a large margin previous attempts at the task, in terms of accuracy achieved for a given privacy budget. It is also the only DP implementation of boosted trees that scales to big data and can run in distributed environments such as: Kubernetes, Dask or Apache Spark.

At this point, we all know of XGBoost due to the massive success it has had in numerous Data Science competitions held on platforms like Kaggle. Along with its success, we have seen several variations such as CatBoost and LightGBM. All of these implementations are based on the Gradient Boosting algorithm developed by Friedman¹, which involves iteratively building an ensemble of weak learners (usually decision trees) where each subsequent learner is trained on the previous learner's errors. Let's take a look at some general pseudo-code for the algorithm from Elements of Statistical Learning²: However, this is not complete! A core mechanism which allows boosting to work is a shrinkage parameter that penalizes each learner at each boosting round that is commonly called the'learning rate'.

In order to make accurate and fast travel-time predictions, Lyft built a gradient boosted tree (GBT) package from the ground up. It is slower to train than off-the-shelf packages, but can be customized to treat space and time more efficiently and yield less volatile predictions. Machine learning runs at the core of what we do at Lyft. Examples include predicting travel time between two locations, modeling the probability of a ride being canceled, forecasting supply and demand, and many more. These models enable us to match riders and drivers more efficiently, incentivize drivers to be where they can get more rides, and improve the ride experience.

Gradient boosting decision tree (GBDT) is a widely used ensemble algorithm in the industry. Its vertical federated learning version, SecureBoost, is one of the most popular algorithms used in cross-silo privacy-preserving modeling. As the area of privacy computation thrives in recent years, demands for large-scale and high-performance federated learning have grown dramatically in real-world applications. In this paper, to fulfill these requirements, we propose SecureBoost+ that is both novel and improved from the prior work SecureBoost. SecureBoost+ integrates several ciphertext calculation optimizations and engineering optimizations. The experimental results demonstrate that Secureboost+ has significant performance improvements on large and high dimensional data sets compared to SecureBoost. It makes effective and efficient large-scale vertical federated learning possible.

An intrinsic time-scale decomposition (ITD) based method for power transformer fault diagnosis is proposed. Dissolved gas analysis (DGA) parameters are ranked according to their skewness, and then ITD based features extraction is performed. An optimal set of PRC features are determined by an XGBoost classifier. For classification purpose, an XGBoost classifier is used to the optimal PRC features set. The proposed method's performance in classification is studied using publicly available DGA data of 376 power transformers and employing an XGBoost classifier. The Proposed method achieves more than 95% accuracy and high sensitivity and F1-score, better than conventional methods and some recent machine learning-based fault diagnosis approaches. Moreover, it gives better Cohen Kappa and F1-score as compared to the recently introduced EMD-based hierarchical technique for fault diagnosis in power transformers.

Random forests and recursive trees are widely used in applied statistics and computer science. The popularity of recursive trees relies on several factors: their easy interpretability, the fact that they can be used for both regression and classification tasks, the small number of hyper-parameters to be tuned and finally, their non-parametric nature that allows their use to infer arbitrarily complex relations between the input and the output space. A random forest combines several randomized trees, improving the prediction accuracy at a cost of a slight lost in interpretation. This technique is easily parallelizable which has made it one of the most popular tools for handling high dimensional data sets. It has been successfully involved in various practical problems, including chemioinformatics, ecology, 3D object recognition, bioinformatics and econometrics. Biau and Scornet (2016) present a detailed list of applications as well as a review on random forests. In the present work we have focused on the ability of random forests to deal with missing values.

E-Commerce marketplaces support millions of daily transactions, and some disagreements between buyers and sellers are unavoidable. Resolving disputes in an accurate, fast, and fair manner is of great importance for maintaining a trustworthy platform. Simple cases can be automated, but intricate cases are not sufficiently addressed by hard-coded rules, and therefore most disputes are currently resolved by people. In this work we take a first step towards automatically assisting human agents in dispute resolution at scale. We construct a large dataset of disputes from the eBay online marketplace, and identify several interesting behavioral and linguistic patterns. We then train classifiers to predict dispute outcomes with high accuracy. We explore the model and the dataset, reporting interesting correlations, important features, and insights.

Modern pattern recognition tasks use complex algorithms that take advantage of large datasets to make more accurate predictions than traditional algorithms such as decision trees or k-nearest-neighbor better suited to describe simple structures. While increased accuracy is often crucial, less complexity also has value. This paper proposes a training data selection algorithm that identifies multiple subsets with simple structures. A learning algorithm trained on such a subset can classify an instance belonging to the subset with better accuracy than the traditional learning algorithms. In other words, while existing pattern recognition algorithms attempt to learn a global mapping function to represent the entire dataset, we argue that an ensemble of simple local patterns may better describe the data. Hence the sub-setting algorithm identifies multiple subsets with simple local patterns by identifying similar instances in the neighborhood of an instance. This motivation has similarities to that of gradient boosted trees but focuses on the explainability of the model that is missing for boosted trees. The proposed algorithm thus balances accuracy and explainable machine learning by identifying a limited number of subsets with simple structures. We applied the proposed algorithm to the international stroke dataset to predict the probability of survival. Our bottom-up sub-setting algorithm performed on an average 15% better than the top-down decision tree learned on the entire dataset. The different decision trees learned on the identified subsets use some of the previously unused features by the whole dataset decision tree, and each subset represents a distinct population of data.

This course is a perfect fit for you. This course will take you step by step into the world of Machine Learning. Machine Learning is the study of computer algorithms that automates analytical model building. It is a branch of Artificial Intelligence based on the idea that systems can learn from data, identify patterns and make decisions with minimal human intervention. Machine Learning is actively being used today, perhaps in many more places than one world expects.

If you've heard of "random forests" as a hot, sexy machine learning algorithm and you want to implement it, great! But if you're not sure exactly what happens in a random forest, or how random forests make their classification decisions, then read on:) We'll find that we can break down random forests into smaller, more digestible pieces. As a forest is made of trees, so a random forest is made of a bunch of randomly sampled sub-components called decision trees. So first let's try to understand what a decision tree is, and how it comes to its prediction. For now, we'll just look at classification decision trees.