It is meant in a way that we generate multiple new training data for statistical forecasting methods like ARIMA or triple exponential smoothing (Holt-Winters method etc.) to improve forecasting accuracy. It is called bootstrapping, and after applying the forecasting method on each new time series, forecasts are then aggregated by average or median – then it is bagging – bootstrap aggregating. It is proofed by multiple methods, e.g. in regression, that bagging helps improve predictive accuracy – in methods like classical bagging, random forests, gradient boosting methods and so on. The bagging methods for time series forecasting were used also in the latest M4 forecasting competition. For residential electricity consumption (load) time series (as used in my previous blog posts), I proposed three new bootstrapping methods for time series forecasting methods.

In this article, we'll learn about XGBoost, its background, its widely accepted usage in competitions such as Kaggle's and help you build an intuitive understanding of it by diving into the foundation of this algorithm. XGBoost is an algorithm that is highly flexible, portable, and efficient which is based on a decision tree for ensemble learning for Machine Learning that uses the distributed gradient boosting framework. Machine Learning algorithms are implemented with XGBoost under the Gradient boosting framework. XGBoost is capable of solving data science problems accurately in a short duration with its parallel tree boosting which is also called Gradient Boosting Machine (GBM), Gradient Boosting Decision Trees (GBDT). It is extremely portable and cross-platform enabled such that the very same code can be run on the different major distributed environments such as Hadoop, MPI, and SGE and enables solving problems with well over billions of examples.

Boosting refers to any Ensemble method that can combine several weak learners into a strong learner. The general idea of most boosting methods is to train predictors sequentially, each trying to correct its predecessor. There are many boosting methods available, one of the most popular is AdaBoost (Adaptive Boosting). The way for a new predictor to correct its predecessor is to pay a bit more attention to the training instances that the predecessor underfitted. This is the technique used by AdaBoost.

We report two essential improvements in readability assessment: 1. three novel features in advanced semantics and 2. the timely evidence that traditional ML models (e.g. Random Forest, using handcrafted features) can combine with transformers (e.g. RoBERTa) to augment model performance. First, we explore suitable transformers and traditional ML models. Then, we extract 255 handcrafted linguistic features using self-developed extraction software. Finally, we assemble those to create several hybrid models, achieving state-of-the-art (SOTA) accuracy on popular datasets in readability assessment. The use of handcrafted features help model performance on smaller datasets. Notably, our RoBERTA-RF-T1 hybrid achieves the near-perfect classification accuracy of 99%, a 20.3% increase from the previous SOTA.

In this chapter the programs fit_func_miso.py and fit_func_mimo.py are presented and they are technically wrappers of the class XGBRFRegressor of the XGBoost library and which purpose is to allow the use of the regression of the underlying regressor to fit functions without having to write code but only acting on the command line. In fact through the argument --xgbparams the user passes a series of hyper-parameters to adjust the behavior of the underlying XGBoost regressor algorithm and others to configure its learning phase. In addition to the parameters of the underlying regressor the two programs support their own arguments to allow the user to pass the training dataset and optionally the validation dataset, on which file to save the trained model, the metrics to calculate during the training, constraints for regularization (e.g. The program fit_func_miso.py, as well as the underlying XGBoost regressor, is of type M.I.S.O., i.e. Multiple Input Single Output: it is designed to fit a function of the form $f \colon \rm I\!R n \to \rm I\!R$ where the number of independent variables is arbitrarily large while the output dependent variable is only one.

In [12], Mourtada, Ga\"{i}ffas and Scornet showed that, under proper tuning of the complexity parameters, random trees and forests built from the Mondrian process in $\mathbb{R}^d$ achieve the minimax rate for $\beta$-H\"{o}lder continuous functions, and random forests achieve the minimax rate for $(1+\beta)$-H\"{o}lder functions in arbitrary dimension. In this work, we show that a much larger class of random forests built from random partitions of $\mathbb{R}^d$ also achieve these minimax rates. This class includes STIT random forests, the most general class of random forests built from a self-similar and stationary partition of $\mathbb{R}^d$ by hyperplane cuts possible, as well as forests derived from Poisson hyperplane tessellations. Our proof technique relies on classical results as well as recent advances on stationary random tessellations in stochastic geometry.

Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive performance on data involving global structure. Meanwhile, machine learning models are being increasingly used to solve problems in high-stake domains including healthcare and finance. Here, there is an emerging consensus regarding the need for practitioners to understand whether and how those models could perform robustly in the deployment environments, in the presence of distributional shifts. Past research on local decision rules has focused mainly on maximizing discriminant patterns, without due consideration of robustness against distributional shifts. In order to fill this gap, we propose a new method to learn and ensemble local decision rules, that are robust both in the training and deployment environments. Specifically, we propose to leverage causal knowledge by regarding the distributional shifts in subpopulations and deployment environments as the results of interventions on the underlying system. We propose two regularization terms based on causal knowledge to search for optimal and stable rules. Experiments on both synthetic and benchmark datasets show that our method is effective and robust against distributional shifts in multiple environments.

In the FARFETCH Fashion Recommendation challenge, the participants needed to predict the order in which various products would be shown to a user in a recommendation impression. The data was provided in two phases - a validation phase and a test phase. The validation phase had a labelled training set that contained a binary column indicating whether a product has been clicked or not. The dataset comprises over 5,000,000 recommendation events, 450,000 products and 230,000 unique users. It represents real, unbiased, but anonymised, interactions of actual users of the FARFETCH platform. The final evaluation was done according to the performance in the second phase. A total of 167 participants participated in the challenge, and we secured the 6th rank during the final evaluation with an MRR of 0.4658 on the test set. We have designed a unique context-aware system that takes the similarity of a product to the user context into account to rank products more effectively. Post evaluation, we have been able to fine-tune our approach with an MRR of 0.4784 on the test set, which would have placed us at the 3rd position.

We introduce WildWood (WW), a new ensemble algorithm for supervised learning of Random Forest (RF) type. While standard RF algorithms use bootstrap out-of-bag samples to compute out-of-bag scores, WW uses these samples to produce improved predictions given by an aggregation of the predictions of all possible subtrees of each fully grown tree in the forest. This is achieved by aggregation with exponential weights computed over out-of-bag samples, that are computed exactly and very efficiently thanks to an algorithm called context tree weighting. This improvement, combined with a histogram strategy to accelerate split finding, makes WW fast and competitive compared with other well-established ensemble methods, such as standard RF and extreme gradient boosting algorithms.

The advent of the World Wide Web and the rapid adoption of social media platforms (such as Facebook and Twitter) paved the way for information dissemination that has never been witnessed in the human history before. With the current usage of social media platforms, consumers are creating and sharing more information than ever before, some of which are misleading with no relevance to reality. Automated classification of a text article as misinformation or disinformation is a challenging task. Even an expert in a particular domain has to explore multiple aspects before giving a verdict on the truthfulness of an article. In this work, we propose to use machine learning ensemble approach for automated classification of news articles. Our study explores different textual properties that can be used to distinguish fake contents from real. By using those properties, we train a combination of different machine learning algorithms using various ensemble methods and evaluate their performance on 4 real world datasets. Experimental evaluation confirms the superior performance of our proposed ensemble learner approach in comparison to individual learners. The advent of the World Wide Web and the rapid adoption of social media platforms (such as Facebook and Twitter) paved the way for information dissemination that has never been witnessed in the human history before. Besides other use cases, news outlets benefitted from the widespread use of social media platforms by providing updated news in near real time to its subscribers. The news media evolved from newspapers, tabloids, and magazines to a digital form such as online news platforms, blogs, social media feeds, and other digital media formats [1]. It became easier for consumers to acquire the latest news at their fingertips.