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NRGBoost: Energy-Based Generative Boosted Trees

ICLR 2025 · Learning theory and algorithms › Prediction and decision losses · approach: Tree ensemble optimization · 0 citations (OpenAlex)

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Proposes NRGBoost, an energy-based generative boosting method for tabular data that fits tree weak learners via a second-order approximation to log-likelihood, with amortized Gibbs sampling via rejection-based sample reuse.

Problem

Generative modeling of tabular data with explicit (unnormalized) density estimation, where tree ensembles are dominant for discriminative tasks but lack generative counterparts supporting arbitrary inference and sampling.

Approach

Boosting in function space over energy functions: each round maximizes a local second-order (Newton-style) approximation of the expected log-likelihood using piecewise-constant tree weak learners, with leaf values exp-like in the P/Q ratio, and reuses previous Gibbs samples via rejection sampling to amortize MCMC cost.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use NRGBoost instead of generative baselines for single-variable inferenceGenerative density models · Abalone, California Housing, Protein, Adult, MiniBooNE, MNIST, Covertypediscriminative performanceHelped
Use NRGBoost instead of XGBoost for single-variable inferenceTabular inference · California HousingR^2: 0.849 -> 0.850Helped
Use NRGBoost instead of XGBoost for single-variable inferenceTabular inference · Abalone, Protein, Adult, MiniBooNE, MNIST, CovertypeR^2, AUC, or accuracyHurt
Train XGBoost on NRGBoost-generated samples instead of real dataXGBoost synthetic-data ML efficiency · Abalone, California Housing, Protein, Adult, MiniBooNE, MNIST, CovertypeR^2, AUC, or accuracyMixed
Use NRGBoost instead of other sampling methodsSynthetic tabular data · Abalone, California Housing, Adult, MNIST, Covertypereal-vs-generated discriminator AUCHelped
Use NRGBoost instead of other sampling methodsSynthetic tabular data · Protein, MiniBooNEreal-vs-generated discriminator AUCMixed

Surprising findings

Limitations

Experimental setup

Datasets: Abalone California Housing Protein Adult MiniBooNE Covertype MNIST (downsampled 2x)

Benchmarks: Abalone California Housing Protein Adult MiniBooNE Covertype MNIST (downsampled)

Metrics: R^2 AUC accuracy ML efficiency discriminator AUC Wasserstein distance

Baselines: XGBoost NGBoost RFDE ARF DEF (ISE) DEF (KL) TVAE TabDDPM Forest-Flow

Builds on: XGBoost NGBoost Density Estimation Trees TabDDPM Forest-Flow

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