Gradient boosting with extreme-value theory for wildfire prediction

Abstract

This paper details the approach of the team $\textit{Kohrrelation}$ in the 2021 Extreme Value Analysis data challenge, dealing with the prediction of wildfire counts and sizes over the contiguous US. Our approach uses ideas from extreme-value theory in a machine learning context with theoretically justified loss functions for gradient boosting. We devise a spatial cross-validation scheme and show that in our setting it provides a better proxy for test set performance than naive cross-validation. The predictions are benchmarked against boosting approaches with different loss functions, and perform competitively in terms of the score criterion, finally placing second in the competition ranking.