Sensor networks generate high-dimensional temporally dependent data across healthcare, environmental monitoring, and energy management, which demands robust machine learning for reliable forecasting. While gradient boosting methods have emerged as powerful tools for sensor-based regression, systematic evaluation under realistic deployment conditions remains limited. This work provides a comprehensive review and empirical benchmark of boosting algorithms spanning classical methods (AdaBoost and GBM), modern gradient boosting frameworks (XGBoost, LightGBM, and CatBoost), and adaptive extensions for streaming data and hybrid architectures. We conduct rigorous cross-domain evaluation on continuous glucose monitoring, urban air-quality forecasting, and building-energy prediction, assessing not only predictive accuracy but also robustness under sensor degradation, temporal generalization through proper time-series validation, feature-importance stability, and computational efficiency. Our analysis reveals fundamental trade-offs challenging conventional assumptions. Algorithmic sophistication yields diminishing returns when intrinsic predictability collapses due to exogenous forcing. Random cross-validation (CV) systematically overestimates performance through temporal leakage, with magnitudes varying substantially across domains. Calibration drift emerges as the dominant failure mode, causing catastrophic degradation across all the static models regardless of sophistication. Importantly, feature-importance stability does not guarantee predictive reliability. We synthesize the findings into actionable guidelines for algorithm selection, hyperparameter configuration, and deployment strategies while identifying critical open challenges, including uncertainty quantification, physics-informed architectures, and privacy-preserving distributed learning.

Principal component analysis (PCA) has been a widely used technique for dimension reduction while retaining essential information. However, the ordinary PCA lacks interpretability, especially when dealing with large scale data. To address this limitation, sparse PCA (SPCA) has emerged as an interpretable variant of ordinary PCA. However, the ordinary SPCA relies on solving a challenging non-convex discrete optimization problem, which maximizes explained variance while constraining the number of non-zero elements in each principal component. In this paper, we propose an innovative least angle SPCA technique to address the computational complexity associated with SPCA, particularly in ultrahigh dimensional data, by sequentially identifying sparse principal components with minimal angles to their corresponding components extracted through ordinary PCA. This sequential identification enables solving the optimization problem in polynomial time, significantly reducing computational challenges. Despite its efficiency gains, our proposed method also preserves the main attributes of SPCA. Through comprehensive experimental results, we demonstrate advantages of our approach as a viable alternative for dealing with the computational difficulties inherent in ordinary SPCA. Notably, our method emerges as an efficient and effective solution for conducting ultrahigh dimensional data analysis, enabling researchers to extract meaningful insights and streamline data interpretation.