Gradient tree boosting (e.g. XGB) is one of the most widely usedmachine learning models in practice. How to build a secure XGB inface of data isolation problem becomes a hot research topic. However, existing works tend to leak intermediate information and thusraise potential privacy risk. In this paper, we propose a novel framework for two parties to build secure XGB with vertically partitioneddata. Specifically, we associate Homomorphic Encryption (HE) domain with Secret Sharing (SS) domain by providing the two-waytransformation primitives. The framework generally promotes theefficiency for privacy preserving machine learning and offers theflexibility to implement other machine learning models. Then weelaborate two secure XGB training algorithms as well as a corresponding prediction algorithm under the hybrid security domains.Next, we compare our proposed two training algorithms throughboth complexity analysis and experiments. Finally, we verify themodel performance on benchmark dataset and further apply ourwork to a real-world scenario.

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of XGB for classification of evolving data streams. In this setting, new data arrives over time and the relationship between the class and the features may change in the process, thus exhibiting concept drift. The proposed method creates new members of the ensemble from mini-batches of data as new data becomes available. The maximum ensemble size is fixed, but learning does not stop when this size is reached because the ensemble is updated on new data to ensure consistency with the current concept. We also explore the use of concept drift detection to trigger a mechanism to update the ensemble. We test our method on real and synthetic data with concept drift and compare it against batch-incremental and instance-incremental classification methods for data streams.

Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for obtaining an interpretable predictive model, we develop a forward variable selection method using the continuous ranked probability score (CRPS) as the loss function. Our stepwise procedure leads to a smallest set of variables that optimizes the CRPS risk by performing at each step a hypothesis test on a significant decrease in CRPS risk. We provide mathematical motivation for our method by proving that in population sense the method attains the optimal set. Additionally, we show that the test is consistent provided that the random forest estimator of a quantile function is consistent. In a simulation study, we compare the performance of our method with an existing variable selection method, for different sample sizes and different correlation strength of covariates. Our method is observed to have a much lower false positive rate. We also demonstrate an application of our method to statistical post-processing of daily maximum temperature forecasts in the Netherlands. Our method selects about 10% covariates while retaining the same predictive power.

The Gradient Boosting Machine is a powerful ensemble machine learning algorithm that uses decision trees. Boosting is a general ensemble technique that involves sequentially adding models to the ensemble where subsequent models correct the performance of prior models. AdaBoost was the first algorithm to deliver on the promise of boosting. Gradient boosting is a generalization of AdaBoosting, improving the performance of the approach and introducing ideas from bootstrap aggregation to further improve the models, such as randomly sampling the samples and features when fitting ensemble members. Gradient boosting performs well, if not the best, on a wide range of tabular datasets, and versions of the algorithm like XGBoost and LightBoost often play an important role in winning machine learning competitions. In this tutorial, you will discover how to develop Gradient Boosting ensembles for classification and regression.

The application of federated extreme gradient boosting to mobile crowdsensing apps brings several benefits, in particular high performance on efficiency and classification. However, it also brings a new challenge for data and model privacy protection. Besides it being vulnerable to Generative Adversarial Network (GAN) based user data reconstruction attack, there is not the existing architecture that considers how to preserve model privacy. In this paper, we propose a secret sharing based federated learning architecture FedXGB to achieve the privacy-preserving extreme gradient boosting for mobile crowdsensing. Specifically, we first build a secure classification and regression tree (CART) of XGBoost using secret sharing. Then, we propose a secure prediction protocol to protect the model privacy of XGBoost in mobile crowdsensing. We conduct a comprehensive theoretical analysis and extensive experiments to evaluate the security, effectiveness, and efficiency of FedXGB. The results indicate that FedXGB is secure against the honest-but-curious adversaries and attains less than 1% accuracy loss compared with the original XGBoost model.

As the advancement of deep learning (DL), the Internet of Things and cloud computing techniques for biomedical and healthcare problems, mobile healthcare systems have received unprecedented attention. Since DL techniques usually require enormous amount of computation, most of them cannot be directly deployed on the resource-constrained mobile and IoT devices. Hence, most of the mobile healthcare systems leverage the cloud computing infrastructure, where the data collected by the mobile and IoT devices would be transmitted to the cloud computing platforms for analysis. However, in the contested environments, relying on the cloud might not be practical at all times. For instance, the satellite communication might be denied or disrupted. We propose SAIA, a Split Artificial Intelligence Architecture for mobile healthcare systems. Unlike traditional approaches for artificial intelligence (AI) which solely exploits the computational power of the cloud server, SAIA could not only relies on the cloud computing infrastructure while the wireless communication is available, but also utilizes the lightweight AI solutions that work locally on the client side, hence, it can work even when the communication is impeded. In SAIA, we propose a meta-information based decision unit, that could tune whether a sample captured by the client should be operated by the embedded AI (i.e., keeping on the client) or the networked AI (i.e., sending to the server), under different conditions. In our experimental evaluation, extensive experiments have been conducted on two popular healthcare datasets. Our results show that SAIA consistently outperforms its baselines in terms of both effectiveness and efficiency.

Adversarial Robustness 360 Toolbox (ART) is a Python library supporting developers and researchers in defending Machine Learning models (Deep Neural Networks, Gradient Boosted Decision Trees, Support Vector Machines, Random Forests, Logistic Regression, Gaussian Processes, Decision Trees, Scikit-learn Pipelines, etc.) against adversarial threats and helps making AI systems more secure and trustworthy. Machine Learning models are vulnerable to adversarial examples, which are inputs (images, texts, tabular data, etc.) deliberately modified to produce a desired response by the Machine Learning model. ART provides the tools to build and deploy defenses and test them with adversarial attacks. Defending Machine Learning models involves certifying and verifying model robustness and model hardening with approaches such as pre-processing inputs, augmenting training data with adversarial samples, and leveraging runtime detection methods to flag any inputs that might have been modified by an adversary. The attacks implemented in ART allow creating adversarial attacks against Machine Learning models which are required to test defenses with state-of-the-art threat models.

Machine learning is revolutionizing biology by facilitating the prediction of outcomes from complex patterns found in massive data sets. Large biological data sets, like those generated by transcriptome or microbiome studies,measure many relevant components that interact in vivo with one another in modular ways.Identifying the high-order interactions that machine learning models use to make predictions would facilitate the development of hypotheses linking combinations of measured components to outcome. By using the structure of random forests, a new algorithmic approach, termed JigSaw,was developed to aid in the discovery of patterns that could explain predictions made by the forest. By examining the patterns of individual decision trees JigSaw identifies high-order interactions between measured features that are strongly associated with a particular outcome and identifies the relevant decision thresholds. JigSaw's effectiveness was tested in simulation studies where it was able to recover multiple ground truth patterns;even in the presence of significant noise. It was then used to find patterns associated with outcomes in two real world data sets.It was first used to identify patterns clinical measurements associated with heart disease. It was then used to find patterns associated with breast cancer using metabolites measured in the blood. In heart disease, JigSaw identified several three-way interactions that combine to explain most of the heart disease records (66%) with high precision (93%). In breast cancer, three two-way interactions were recovered that can be combined to explain almost all records (92%) with good precision (79%). JigSaw is an efficient method for exploring high-dimensional feature spaces for rules that explain statistical associations with a given outcome and can inspire the generation of testable hypotheses.

The Gradient Boosting Machine is a powerful ensemble machine learning algorithm that uses decision trees. Boosting is a general ensemble technique that involves sequentially adding models to the ensemble where subsequent models correct the performance of prior models. AdaBoost was the first algorithm to deliver on the promise of boosting. Gradient boosting is a generalization of AdaBoosting, improving the performance of the approach and introducing ideas from bootstrap aggregation to further improve the models, such as randomly sampling the samples and features when fitting ensemble members. Gradient boosting performs well, if not the best, on a wide range of tabular datasets, and versions of the algorithm like XGBoost and LightBoost often play an important role in winning machine learning competitions. In this tutorial, you will discover how to develop Gradient Boosting ensembles for classification and regression.

The economic and banking importance of the small and medium enterprise (SME) sector is well recognized in contemporary society. Business credit loans are very important for the operation of SMEs, and the revenue is a key indicator of credit limit management. Therefore, it is very beneficial to construct a reliable revenue forecasting model. If the uncertainty of an enterprise's revenue forecasting can be estimated, a more proper credit limit can be granted. Natural gradient boosting approach, which estimates the uncertainty of prediction by a multi-parameter boosting algorithm based on the natural gradient. However, its original implementation is not easy to scale into big data scenarios, and computationally expensive compared to state-of-the-art tree-based models (such as XGBoost). In this paper, we propose a Scalable Natural Gradient Boosting Machines that is simple to implement, readily parallelizable, interpretable and yields high-quality predictive uncertainty estimates. According to the characteristics of revenue distribution, we derive an uncertainty quantification function. We demonstrate that our method can distinguish between samples that are accurate and inaccurate on revenue forecasting of SMEs. What's more, interpretability can be naturally obtained from the model, satisfying the financial needs.