Robust-GBDT: A Novel Gradient Boosting Model for Noise-Robust Classification

Robust boosting algorithms have emerged as alternative solutions to traditional boosting techniques for addressing label noise in classification tasks. However, these methods have predominantly focused on binary classification, limiting their applicability to multi-class tasks. Furthermore, they encounter challenges with imbalanced datasets, missing values, and computational efficiency. In this paper, we establish that the loss function employed in advanced Gradient Boosting Decision Trees (GBDT), particularly Newton's method-based GBDT, need not necessarily exhibit global convexity. Instead, the loss function only requires convexity within a specific region. Consequently, these GBDT models can leverage the benefits of nonconvex robust loss functions, making them resilient to noise. Building upon this theoretical insight, we introduce a new noise-robust boosting model called Robust-GBDT, which seamlessly integrates the advanced GBDT framework with robust losses. Additionally, we enhance the existing robust loss functions and introduce a novel robust loss function, Robust Focal Loss, designed to address class imbalance. As a result, Robust-GBDT generates more accurate predictions, significantly enhancing its generalization capabilities, especially in scenarios marked by label noise and class imbalance. Furthermore, Robust-GBDT is user-friendly and can easily integrate existing open-source code, enabling it to effectively handle complex datasets while improving computational efficiency. Numerous experiments confirm the superiority of Robust-GBDT over other noise-robust methods.