论文标题
广泛的提升
Wide Boosting
论文作者
论文摘要
梯度提升(GB)是一种流行的方法,用于通过最大程度地减少可区分损失功能($ L $)来解决预测问题。 GB在表格机学习(ML)问题上表现良好;但是,作为纯ML求解器,它缺乏与概率但相关的多维输出拟合模型的能力,例如,多个相关的Bernoulli输出。 GB还不会形成中间抽象的数据嵌入,这是深度学习的一种属性,可在其他类型的问题上具有更大的灵活性和性能。本文对人工神经网络的一部分动机进行了简单的调整。具体而言,我们的调整插入了GB模型的输出与损失$ L $之间的矩阵乘法。这使得GB模型的输出在被送入损失之前具有增加的维度,因此与标准GB实现相比``更宽''。我们称我们的方法宽提升(WB),并表明WB在多时间输出任务上的表现优于GB,并且WB所产生的嵌入在下游预测任务中比单独使用GB输出预测更有用。
Gradient Boosting (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the ability to fit models with probabilistic but correlated multi-dimensional outputs, for example, multiple correlated Bernoulli outputs. GB also does not form intermediate abstract data embeddings, one property of Deep Learning that gives greater flexibility and performance on other types of problems. This paper presents a simple adjustment to GB motivated in part by artificial neural networks. Specifically, our adjustment inserts a matrix multiplication between the output of a GB model and the loss, $L$. This allows the output of a GB model to have increased dimension prior to being fed into the loss and is thus ``wider'' than standard GB implementations. We call our method Wide Boosting (WB) and show that WB outperforms GB on mult-dimesional output tasks and that the embeddings generated by WB contain are more useful in downstream prediction tasks than GB output predictions alone.