xgboost


XGBoost and Random Forest with Bayesian Optimisation

#artificialintelligence

Instead of only comparing XGBoost and Random Forest in this post we will try to explain how to use those two very popular approaches with Bayesian Optimisation and that are those models main pros and cons. XGBoost (XGB) and Random Forest (RF) both are ensemble learning methods and predict (classification or regression) by combining the outputs from individual decision trees (we assume tree-based XGB or RF). XGBoost build decision tree one each time. Each new tree corrects errors which were made by previously trained decision tree. At Addepto we use XGBoost models to solve anomaly detection problems e.g. in supervised learning approach.


Scaling tree-based automated machine learning to biomedical big data with a feature set selector

#artificialintelligence

Automated machine learning (AutoML) systems are helpful data science assistants designed to scan data for novel features, select appropriate supervised learning models and optimize their parameters. For this purpose, Tree-based Pipeline Optimization Tool (TPOT) was developed using strongly typed genetic programing (GP) to recommend an optimized analysis pipeline for the data scientist's prediction problem. However, like other AutoML systems, TPOT may reach computational resource limits when working on big data such as whole-genome expression data. We introduce two new features implemented in TPOT that helps increase the system's scalability: Feature Set Selector (FSS) and Template. FSS provides the option to specify subsets of the features as separate datasets, assuming the signals come from one or more of these specific data subsets. FSS increases TPOT's efficiency in application on big data by slicing the entire dataset into smaller sets of features and allowing GP to select the best subset in the final pipeline. Template enforces type constraints with strongly typed GP and enables the incorporation of FSS at the beginning of each pipeline. Consequently, FSS and Template help reduce TPOT computation time and may provide more interpretable results.


An Experimental Evaluation of Large Scale GBDT Systems

arXiv.org Machine Learning

Gradient boosting decision tree (GBDT) is a widely-used machine learning algorithm in both data analytic competitions and real-world industrial applications. Further, driven by the rapid increase in data volume, efforts have been made to train GBDT in a distributed setting to support large-scale workloads. However, we find it surprising that the existing systems manage the training dataset in different ways, but none of them have studied the impact of data management. To that end, this paper aims to study the pros and cons of different data management methods regarding the performance of distributed GBDT. We first introduce a quadrant categorization of data management policies based on data partitioning and data storage. Then we conduct an in-depth systematic analysis and summarize the advantageous scenarios of the quadrants. Based on the analysis, we further propose a novel distributed GBDT system named Vero, which adopts the unexplored composition of vertical partitioning and row-store and suits for many large-scale cases. To validate our analysis empirically, we implement different quadrants in the same code base and compare them under extensive workloads, and finally compare Vero with other state-of-the-art systems over a wide range of datasets. Our theoretical and experimental results provide a guideline on choosing a proper data management policy for a given workload.


Battle of the Boosting Algorithms

#artificialintelligence

We're going to let XGBoost, LightGBM and Catboost battle it out in 3 rounds: In each round here are the steps we'll follow: You can find the accompanying code here. Let's start with the top findings. LightGBM is the clear winner in terms of both training and prediction times, with CatBoost trailing behind very slightly. XGBoost took substantially more time to train but had reasonable prediction times. We also want to know why the model is making its predictions.


Fast Online "Next Best Offers" using Deep Learning

arXiv.org Machine Learning

In this paper, we present iPrescribe, a scalable low-latency architecture for recommending 'next-best-offers' in an online setting. The paper presents the design of iPrescribe and compares its performance for implementations using different real-time streaming technology stacks. iPrescribe uses an ensemble of deep learning and machine learning algorithms for prediction. We describe the scalable real-time streaming technology stack and optimized machine-learning implementations to achieve a 90th percentile recommendation latency of 38 milliseconds. Optimizations include a novel mechanism to deploy recurrent Long Short Term Memory (LSTM) deep learning networks efficiently.


Arterial incident duration prediction using a bi-level framework of extreme gradient-tree boosting

arXiv.org Machine Learning

Abstract: Predicting traffic incident duration is a major challenge for many traffic centres around the world. Most research studies focus on predicting the incident duration on motorways rather than arterial roads, due to a high network complexity and lack of data. In this paper we propose a bi-level framework for predicting the accident duration on arterial road networks in Sydney, based on operational requirements of incident clearance target which is less than 45 minutes. Using incident baseline information, we first deploy a classification method using various ensemble tree models in order to predict whether a new incident will be cleared in less than 45min or not. If the incident was classified as short-term, then various regression models are developed for predicting the actual incident duration in minutes by incorporating various traffic flow features. After outlier removal and intensive model hyper-parameter tuning through randomized search and cross-validation, we show that the extreme gradient boost approach outperformed all models, including the gradient-boosted decision-trees by almost 53%. Finally, we perform a feature importance evaluation for incident duration prediction and show that the best prediction results are obtained when leveraging the real-time traffic flow in vicinity road sections to the reported accident location. Initial methods used to predict the incident duration were 1. Introduction Bayesian classifiers [5], discrete choice models (DCM) [6], probabilistic distribution analyses [7], and the hazard-based Traffic congestion is a major concern for many cities duration models (HBDM) [8].


Multi-Class classification with Sci-kit learn & XGBoost: A case study using Brainwave data

#artificialintelligence

In Machine learning, classification problems with high-dimensional data are really challenging. Sometimes, very simple problems become extremely complex due this'curse of dimensionality' problem. In this article, we will see how accuracy and performance vary across different classifiers. We will also see how, when we don't have the freedom to choose a classifier independently, we can do feature engineering to make a poor classifier perform well. For this article, we will use the "EEG Brainwave Dataset" from Kaggle.



Interpretation of machine learning predictions for patient outcomes in electronic health records

arXiv.org Machine Learning

Electronic health records are an increasingly important resource for understanding the interactions between patient health, environment, and clinical decisions. In this paper we report an empirical study of predictive modeling of several patient outcomes using three state-of-the-art machine learning methods. Our primary goal is to validate the models by interpreting the importance of predictors in the final models. Central to interpretation is the use of feature importance scores, which vary depending on the underlying methodology. In order to assess feature importance, we compared univariate statistical tests, information-theoretic measures, permutation testing, and normalized coefficients from multivariate logistic regression models. In general we found poor correlation between methods in their assessment of feature importance, even when their performance is comparable and relatively good. However, permutation tests applied to random forest and gradient boosting models showed the most agreement, and the importance scores matched the clinical interpretation most frequently.


XBART: Accelerated Bayesian Additive Regression Trees

arXiv.org Machine Learning

Bayesian additive regression trees (BART) (Chipman et. al., 2010) is a powerful predictive model that often outperforms alternative models at out-of-sample prediction. BART is especially well-suited to settings with unstructured predictor variables and substantial sources of unmeasured variation as is typical in the social, behavioral and health sciences. This paper develops a modified version of BART that is amenable to fast posterior estimation. We present a stochastic hill climbing algorithm that matches the remarkable predictive accuracy of previous BART implementations, but is many times faster and less memory intensive. Simulation studies show that the new method is comparable in computation time and more accurate at function estimation than both random forests and gradient boosting.