AGBoost: Attention-based Modification of Gradient Boosting Machine
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Abstract (arXiv)
A new attention-based model for the gradient boosting machine (GBM) called AGBoost (the attention-based gradient boosting) is proposed for solving regression problems. The main idea behind the proposed AGBoost model is to assign attention weights with trainable parameters to iterations of GBM under condition that decision trees are base learners in GBM. Attention weights are determined by applying properties of decision trees and by using the Huber's contamination model which provides an interesting linear dependence between trainable parameters of the attention and the attention weights. This peculiarity allows us to train the attention weights by solving the standard quadratic optimization problem with linear constraints. The attention weights also depend on the discount factor as a tuning parameter, which determines how much the impact of the weight is decreased with the number of iterations. Numerical experiments performed for two types of base learners, original decision trees and extremely randomized trees with various regression datasets illustrate the proposed model.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 19 of its 35 references that are in the map. First posted on arXiv 12 Jul 2022.
Builds on
19 of 35 references.
References · 19
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7 more
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Citing papers per year: 2022: 4; 2023: 1.
5 papers.
- 2022Heterogeneous Treatment Effect with Trained Kernels of the Nadaraya-Watson Regressioncited by 4
- 2022Improved Anomaly Detection by Using the Attention-Based Isolation Forestcited by 2
- 2022BENK: The Beran Estimator with Neural Kernels for Estimating the Heterogeneous Treatment Effectcited by 1
- 2022LARF: Two-level Attention-based Random Forests with a Mixture of Contamination Modelscited by 0
- 2023Neural Attention Forests: Transformer-Based Forest Improvementcited by 0
- 2023Neural Attention Forests: Transformer-Based Forest Improvement12 Apr 2023
- 2022BENK: The Beran Estimator with Neural Kernels for Estimating the Heterogeneous Treatment Effect19 Nov 2022
- 2022LARF: Two-level Attention-based Random Forests with a Mixture of Contamination Models11 Oct 2022
- 2022Improved Anomaly Detection by Using the Attention-Based Isolation Forest5 Oct 2022
- 2022Heterogeneous Treatment Effect with Trained Kernels of the Nadaraya-Watson Regression19 Jul 2022