About
I'm Haimo Fang (方海漠), an incoming PhD student in Statistics and Data Science at the Wharton School, University of Pennsylvania. I received my B.A. in Economics from Fudan University in 2026. My research focuses on statistical inference and uncertainty quantification for ensemble methods, especially gradient boosting and explainable boosting machines. I currently work with Giles Hooker at Wharton Statistics.
Research
-
Statistical Inference for Gradient Boosting Regression
— Haimo Fang, Kevin Tan, Giles Hooker;
NeurIPS 2025 (Poster).
A frequentist inference framework for gradient boosting: Boulevard-style regularization with dropout/parallel training yields CLTs, enabling built-in confidence & prediction intervals and fast variable-importance tests (with scalable kernel sketching). -
Statistical Inference for Explainable Boosting Machines
— Haimo Fang, Kevin Tan, Jonathan Pipping, Giles Hooker;
AISTATS 2026 (Poster).
Inference for EBMs: Boulevard-regularized boosting converges to feature-wise kernel ridge regression with asymptotic normality, giving confidence intervals for each learned univariate effect with computation in histogram/bin space.
Software
-
Boulevard
— a research-oriented Python package for scikit-learn-compatible Boulevard / BRAT-style boosting estimators with uncertainty intervals.
Install with
pip install boulevard-boostingand import asboulevard.
The first release includesDropoutBooster,ParallelBooster, andExplainableBoosterfor regression, with common APIs for confidence, prediction, and reproduction intervals. Repository
Teaching
-
Teaching Assistant, Mathematical Analysis BII
-
Teaching Assistant, Mathematical Analysis BII
Notes & Writeups
ECON130277H Cross-Sectional and Panel Data Analysis (Fudan University, Prof. Ruochen Wu)
I wrote these notes while taking the course, mostly to keep the material in one place and work through the derivations carefully. They are not official course materials and may contain mistakes. Corrections are always welcome.
Miscellaneous
In my spare time, I enjoy songwriting and music production. Here are two of my original works:
