NPBoost: Neural Processes with Gradient-Boosted Fixed Effects
2609.28122

Authors

Armin Begic,Fabio Sigrist,Andrea Nava,Ken Rölli

Abstract

Neural Processes (NPs) are model-based meta-learners that implicitly learn a stochastic process and adapt to a new task from a small context set. Most extensions of NPs focus on improving the neural network architecture.

We instead develop an extension motivated by the shared hierarchical interpretation of meta-learning and mixed-effects models. Specifically, we introduce Neural Process Boosting (NPBoost), which decomposes structured response variability into tree-boosted fixed effects shared across tasks and NP random effects that capture stochastic task-to-task variation.

We propose to train the two components jointly using a boosting algorithm in which an NP learns residual task-specific structure and a tree ensemble estimates common patterns across tasks. Across synthetic and real-world tabular meta-learning problems, this decomposition improves over a standard NP when the shared structure contains discontinuities or other irregular patterns that boosted trees can represent effectively.

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