1 citations · 1 across the 6 of their papers we have counts for
7 papers
Affine-invariant Cubic Newton with Weak Learners
Nikita Zozoulenko, Daniel Falkowski, Thomas Cass +1
Modern gradient boosting algorithms are based on Newton's method, which excels empirically but lacks global convergence guarantees. While recent work on Gradient-Regularized Newton…
Generating Financial Time Series by Matching Random Convolutional Features
Konrad J. Mueller, Nikita Zozoulenko, Ben Wood +2
Generating realistic financial time series is challenging as training data is often limited to a single historical path. With such scarce data, overfitting is hard to avoid, especi…
Gradient Regularized Newton Boosting Trees with Global Convergence
Nikita Zozoulenko, Daniel Falkowski, Thomas Cass +1
Gradient Boosting Decision Trees (GBDTs) dominate tabular machine learning, with modern implementations like XGBoost, LightGBM, and CatBoost being based on Newton boosting: a secon…
Numerical Schemes for Signature Kernels
Thomas Cass, Francesco Piatti, Jeffrey Pei
Signature kernels have emerged as a powerful tool within kernel methods for sequential data. In the paper "The Signature Kernel is the solution of a Goursat PDE", the authors ident…
Random Feature Representation Boosting
Nikita Zozoulenko, Thomas Cass, Lukas Gonon
We introduce Random Feature Representation Boosting (RFRBoost), a novel method for constructing deep residual random feature neural networks (RFNNs) using boosting theory. RFRBoost…
Infinite-dimensional Mahalanobis Distance with Applications to Kernelized Novelty Detection
Nikita Zozoulenko, Thomas Cass, Lukas Gonon
The Mahalanobis distance is a classical tool used to measure the covariance-adjusted distance between points in . In this work, we extend the concept of Mahalanobis distanc…
Lecture notes on rough paths and applications to machine learning
Thomas Cass, Cristopher Salvi
These notes expound the recent use of the signature transform and rough path theory in data science and machine learning. We develop the core theory of the signature from first pri…