KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees

KellyBoost is a single multi-output XGBoost model whose softmax output is the portfolio: with y the vector of per-asset holding-period returns, the training loss is - log(1 + w y), the negative log growth rate, so the fitted model is the growth-optimal (Kelly) allocation conditioned on the features. The objective is exact rather than a surrogate: we derive the gradient, the analytic diagonal Hessian and the full Hessian in closed form, verify them by finite differences, and ship a dependency-free reference engine.

Convolution Smoothed Quantile Regression for XGBoost

The increasing availability of large and complex datasets across many scientific disciplines has led to widespread adoption of machine learning (ML) for prediction. However, most ML algorithms focus on point estimation and provide limited information about predictive uncertainty or the conditional distribution of the response, restricting their ability to characterize rare or extreme outcomes. We develop QXGB, a quantile-based gradient boosting framework, and introduce a convolution smoothed loss within it that estimates conditional quantiles for constructing dense cumulative distribution functions (CDFs), exceedance probabilities, and tail behaviour relevant to extreme outcomes. This approach preserves the computational efficiency of extreme gradient boosting while restoring the Hessian information XGBoost relies on for tree splitting, in turn providing interpretable measures of extreme value and exceedance probability predictions. We derive the gradients and Hessians needed to integrate convolution smoothed quantile loss with different kernel specifications into XGBoost, and with simulated data, benchmark this approach against alternative smoothed quantile regression losses, the native quantile objective in the XGBoost Python package, and independent versus multi-output tree estimation. The practical relevance is illustrated in an application predicting fine particulate matter (PM$_{2.5}$) in northern California, including periods where levels were elevated due to wildfire smoke. Our results show that convolution smoothed QXGB, particularly when paired with multi-output trees, delivers accurate predictions with near-zero quantile crossing, well-calibrated CDF and exceedance probability estimates, and useful tail characterization for extreme values. Interval estimation is also evaluated as a measure of data spread.

Double Descent in Gradient Boosting Decision Trees via Split-Candidate Scaling

Double descent is commonly studied by scaling an explicit capacity parameter, such as neural-network width. For gradient boosting decision trees (GBDTs), however, an analogous single-axis capacity parameter has not been established. We propose the number of split candidates as an operational capacity parameter for GBDTs. Holding other training controls fixed, increasing the split-candidate budget refines the feature-quantization grid and expands the dictionary of root-to-leaf paths from which boosting selects its updates. To analyze this expansion, we construct an empirical tree-kernel diagnostic that summarizes how candidate-induced paths group the training examples. A regime in which the empirical kernel rank grows toward the sample size and very small positive eigenvalues emerge exposes noise-sensitive directions; in this regime, test error peaks before decreasing again at larger split-candidate budgets. This perspective predicts that deeper trees should reach the regime with fewer split candidates, larger training sets should require finer grids, and label noise should make the peak more pronounced. Experiments support these predictions and show test-error peaks at intermediate split-candidate budgets across XGBoost, LightGBM, and CatBoost, whereas a random-forest control improves monotonically under the same split-candidate sweep. Taken together, our analysis and experiments support split-candidate scaling as a single-axis capacity intervention for studying GBDTs and suggest that the observed double descent arises from an interaction between candidate-induced geometry and boosting dynamics.

Conditioning Tree-Based Diffusions and Flows for Probabilistic Tabular Regression

Tree-based diffusion models fit flexible conditional predictive distributions for tabular regression without a neural density estimator, but they inherit their design defaults---noising path, parameterization, training distribution, features, sampler---from the neural setting. We show these defaults are the binding constraint: what a gradient-boosted ensemble actually solves is a supervised regression problem whose conditioning they determine. We present DiffGBM, which makes them explicit along two axes. First, a Gaussian-path flow-matching trainer for $p(y \mid x)$ that learns a velocity field directly and recovers the score algebraically, admitting few-step deterministic ODE sampling. Second, we expose the score-side recipe---residualization, EDM-style preconditioning, log-sigma time sampling, noise-level features, loss weighting, and histogram resolution---as jointly tunable axes over a shared LightGBM surface rather than one frozen bundle. This \emph{score-flex} space represents the published recipe as a special case; across eleven tabular benchmarks under fold-0 tuning, folds-1--5 evaluation, and a matched 40-trial budget and sampler, the selected configurations beat that baseline on \emph{every} dataset (paired Wilcoxon $11/0$, $p<10^{-3}$), with the best aggregate CRPS skill (0.725 vs.\ 0.699) of any row. The two rows are complementary: score-flex buys accuracy with a stochastic sampler and is the slowest row, while flow matching is the cheapest sampler ($5.2\times$ faster than the published baseline) and the best-calibrated DiffGBM row. Tuned non-diffusion baselines still win individual datasets, and stochastic ($\varepsilon>0$) flow samplers do not Pareto-dominate the deterministic corner.

Robust XGBoosting for Regression

XGBoost is a very popular and powerful method for prediction. It iteratively fits simple decision trees to the residuals of the previous step. An efficient and scalable implementation is available. The standard loss function for XGBoost is the quadratic loss, but a Huber loss can also be used. In this paper, we study the robustness of XGBoost and show that its performance can be affected by vertical outliers and leverage points. To address this, we explore alternative loss functions, based on M-, S-, and τ -estimators from robust regression. Our results indicate that a two-step procedure, referred to as MM-XGBoost, provides the best trade-off between robustness and prediction accuracy.

Spectrally Deconfounded Gradient Boosting

Flexible machine-learning methods can be sensitive to hidden confounding: they may learn associations induced by unobserved confounders rather than stable signals. Spectral deconfounding mitigates this problem by shrinking high-variance directions of the covariate matrix that, under dense confounding, carry latent confounder information. Existing work has largely focused on linear models. We develop a nonlinear spectral deconfounding framework for gradient boosting. Our approach replaces the ordinary squared-error loss by a spectral loss, which alters the boosting dynamics by slowing down learning in confounding-aligned directions. We show that deconfounding is not achieved by the spectral loss alone, but by the interaction between spectral shrinkage and regularization, especially in terms of early stopping. Moreover, we provide a mixed-model interpretation that connects LAVA-type shrinkage to random-effects adjustment and yields an empirical-Bayes procedure for tuning the spectral loss. We also extend the method to general likelihoods and nonlinear confounding using Laplace approximations and kernel random effects. Across synthetic and real-world experiments, spectrally deconfounded boosting improves estimation of the target function under hidden confounding and is substantially more scalable than existing nonlinear spectral deconfounding baselines.

path_boost: A Python Package for Interpretable Graph-Level Prediction using Path-Based Gradient Boosting

We present path_boost, a Python package for interpretable supervised learning on graph-structured input data. The package implements PathBoost, a gradient boosting algorithm that automatically discovers predictive labeled paths within graphs during the learning process. Unlike graph neural networks, which are generally difficult to interpret, PathBoost produces an additive prediction model over path-based features that explicitly reveals which substructures drive predictions. To avoid an exhaustive enumeration of all possible paths, the algorithm iteratively selects and extends paths during learning based on their predictive power, using boosting to combine weak learners into a strong ensemble. The package supports both regression and binary classification. Key features include compatibility with scikit-learn workflows, support for custom base learners and selectors, automatic starting node selection, parallel training across anchor nodes, and built-in variable importance computation. We demonstrate PathBoost on molecular property prediction of transition metal compounds, where atoms serve as nodes and bonds as edges, and further benchmark PathBoost against an established graph neural network and a graph kernel method across six molecular datasets. The package is available on PyPI and GitHub under an open-source license.

Gradient boosting with vector-valued leafs

Gradient boosting in the form of decision tree ensembles has successfully been applied to a variety of problems using simple objective functions based on log-likelihoods of a single variable. The concept extends naturally to objective functions operating on vectors - for example, multinomial logistic log-likelihood for multi-class classification, where observations have a score for each class - but popular frameworks approach these functions by either updating one value of the input vectors at a time, or by using a diagonal upper bound on the second derivative. This work extends the usual gradient boosting framework to functions of vector inputs and sketches a simple algorithm that can be used efficiently with histogram-based decision trees.

Predictive Modeling of High-Altitude Clear Air Turbulence in the United States: A Machine Learning Approach

High-altitude Clear Air Turbulence (CAT) poses significant risks to aviation safety due to its unpredictability and challenges in detection. This study leverages machine learning models to improve CAT prediction within U.S. airspace at 200-350 hPa pressure levels, utilizing Pilot Reports (PIREPs), ERA5 reanalysis data, and aircraft aerodynamic parameters from the BADA database. Gradient boosting algorithms, particularly XGBoost, achieved the highest performance with an AUC of 0.904, demonstrating superior capability in capturing non-linear atmospheric dynamics. Key findings highlight the dominance of geographic coordinates (17.5% feature importance) and turbulence indices like TI3 in prediction, emphasizing the role of regional topography and upper-tropospheric instability. The integration of aerodynamic features such as drag force and wing loading improved the detection of moderate-to-severe perceived turbulence intensity (POD improved from 0.845 to 0.866), providing additional value to traditional aircraft-independent methods. Seasonal analysis revealed winter months as peak periods for CAT incidents, correlating with jet stream activity. While results align with global studies, limitations include geographic scope and aircraft-type diversity. This research underscores the potential of machine learning for operational CAT forecasting, with recommendations for future work focusing on global data integration and real-time telemetry to address climate-driven turbulence trends.

Multimodal Speaker Identification in Classroom Environments

Automated analysis of K-12 classroom dynamics faces challenges due to background noise and variable child speech, often confounding acoustic-only models. This study evaluates a multimodal speaker identification framework anchoring acoustic embeddings with LLM-derived semantic context. Using a subset of the EDSI dataset (8 math classrooms, N = 2,801 utterances), we found an acoustic baseline (ECAPA-TDNN) achieved only 39.0% accuracy. By integrating transcript-based "contextual anchoring" into a gradient boosting classifier, our multimodal approach raised student identification to 50.3%. Performance also improved for utterances over 5 seconds, reaching 76.9% accuracy (vs. 64.9% baseline) with a 90.9% Top-3 accuracy. Additionally, the model distinguished teacher vs. student roles with 99.3% accuracy. This approach advances the feasibility of automated feedback systems capable of considering individual student participation, a crucial step for supporting equitable instruction at scale.

ScoreStop: Gradient-based early stopping using functional score tests

Gradient boosted decision trees require a stopping rule to avoid overfitting. The standard rule monitors a validation loss and stops if the loss fails to improve for a fixed patience period. However, the patience parameter has no interpretable scale and validation losses can be noisy or implicitly defined by a user-specified gradient. We propose ScoreStop, a gradient-based early-stopping rule that casts the stopping decision at each iteration as a test of the null hypothesis that the current predictor is the population risk minimizer. We use a functional score test, computed on validation data, with a statistic that is scale-invariant in the update direction, with a known asymptotic distribution under the null. Because our test uses gradients rather than loss values, the same construction applies to implicit losses such as LambdaRank, and data-dependent losses such as Cox regression via influence functions. In synthetic experiments and real-data benchmarks, we show that ScoreStop is competitive with loss-based methods.

Physiologically Grounded Driver Behavior Classification: SHAP-Driven Elite Feature Selection and Hybrid Gradient Boosting for Multimodal Physiological Signals

An interpretable and scalable framework for decoding driving behaviors from multimodal physiological signals is proposed in this study. We utilize multimodal physiological driving behavior large-scale dataset comprising synchronized electroencephalogram (EEG), electromyography (EMG), and galvanic skin response (GSR) signals. Our approach involves rigorous preprocessing followed by a domain-specific feature extraction pipeline targeting time-domain, frequency-domain, and derived physiological indices. To address high dimensionality, we employ SHAP-based elite feature selection, retaining the top 250 features to reduce computational overhead while preserving predictive power. Hyperparameter optimization for extreme gradient boosting (XGBoost) and light gradient boosting machine (LightGBM) models is conducted using Bayesian optimization via Optuna. Finally, a weighted soft-voting ensemble is constructed to leverage the complementary strengths of both gradient boosting frameworks. The results demonstrate that the proposed ensemble achieves a test accuracy of 80.91% and a macro-F1 score of 0.79, significantly outperforming single-modality baselines and traditional machine learning models. Ablation studies confirm an 8% performance gain over the best single modality (EEG), validating the necessity of multimodal fusion. SHAP analysis further validates the physiological plausibility of the model, revealing that the EEG contributes the majority of predictive weight, GSR and EMG features provide critical discriminatory signals for high-arousal and motor-intensive maneuvers.

Gradient Boosted Risk Scores

Risk scores are an interpretable and actionable class of machine learning models with applications in medicine, insurance, and risk management. Unlike most computational methods, risk scores are designed to be computed by a human by attributing points to a data sample based on a limited set of criteria. The most common approaches for generating risk scores use linear regressions to estimate the effect of selected variables. We propose a simple and effective approach towards building compact and predictive risk scores. We provide an algorithm based on gradient boosting that is capable of modeling nonlinear effects, along with a C++ implementation with Python and R bindings. Through extensive empirical evaluation on twelve tabular datasets spanning regression, classification, and time-to-event tasks, we show that our method achieves competitive predictive performance while producing substantially more compact scores than regression-based alternatives, with 60% fewer rules for classification tasks and 16% fewer rules for time-to-event tasks on average, compared to AutoScore.

BoostLoRA: Growing Effective Rank by Boosting Adapters

Parameter-efficient fine-tuning (PEFT) methods face a tradeoff between adapter size and expressivity: ultra-low-parameter adapters are confined to fixed low-rank subspaces, capping performance even with extended training. We propose BoostLoRA, a gradient-boosting framework that overcomes this limit by iteratively training and merging minimal adapters on the examples the current model gets wrong. A ROTATE SVD basis strategy assigns each round to an orthogonal subspace, so cumulative effective rank grows linearly with the number of rounds while each adapter remains ultra-low-rank. After merging, adapters are discarded, leaving zero inference overhead. On Qwen2.5-3B, BoostLoRA reaches 89.1% on GSM8K and 68.8% on MATH-500, surpassing both the best single-shot ultra-low parameter adapter (TinyLoRA) and full fine-tuning; on code generation it reaches 57.2% on MBPP and 80.4% on HumanEval while full fine-tuning drops below the zero-shot baseline. We also demonstrate cross-architecture transfer on protein binding classification with ESM2-650M and cross-entropy training. BoostLoRA is, to our knowledge, the first PEFT method whose effective rank grows with training, separating per-round parameter cost from total representational capacity.

Multiple Additive Neural Networks for Structured and Unstructured Data

This paper extends and explains the Multiple Additive Neural Networks (MANN) methodology, an enhancement to the traditional Gradient Boosting framework, utilizing nearly shallow neural networks instead of decision trees as base learners. This innovative approach leverages neural network architectures, notably Convolutional Neural Networks (CNNs) and Capsule Neural Networks, to extend its application to both structured data and unstructured data such as images and audio. For structured data the advantages of capsule neural networks as feature extractors are used and combined with MANN as a classifier. MANN's unique architecture promotes continuous learning and integrates advanced heuristics to combat overfitting, ensuring robustness and reducing sensitivity to hyperparameter settings like learning rate and iterations. Our empirical studies reveal that MANN surpasses traditional methods such as Extreme Gradient Boosting (XGB) in accuracy across well-known datasets. This research demonstrates MANN's superior precision and generalizability, making it a versatile tool for diverse data types and complex learning environments.