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arXiv · 1805.02642

Wavelet Decomposition of Gradient Boosting

Shai Dekel·Oren Elisha·Ohad Morgan
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Abstract

In this paper we introduce a significant improvement to the popular tree-based Stochastic Gradient Boosting algorithm using a wavelet decomposition of the trees. This approach is based on harmonic analysis and approximation theoretical elements, and as we show through extensive experimentation, our wavelet based method generally outperforms existing methods, particularly in difficult scenarios of class unbalance and mislabeling in the training data.

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Shai Dekel, Oren Elisha, Ohad Morgan. 2018-05-07. Wavelet Decomposition of Gradient Boosting. https://arxiv.org/abs/1805.02642

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