AdaBoost: Wikis

AdaBoost: Wikis

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Updated live from Wikipedia, last check: April 25, 2012 08:40 UTC (45 seconds ago)

来源：http://www.thefullwiki.org/AdaBoost

From Wikipedia, the free encyclopedia

AdaBoost, short for Adaptive Boosting, is a machine learning algorithm, formulated by Yoav Freund and Robert Schapire. It is a meta-algorithm, and can be used in conjunction with many other learning algorithms to improve their performance. AdaBoost is adaptive in the sense that subsequent classifiers built are tweaked in favor of those instances misclassified by previous classifiers. AdaBoost is sensitive to noisy data and outliers. However it is less susceptible to the overfitting problem than most learning algorithms.

AdaBoost calls a weak classifier repeatedly in a series of rounds . For each call a distribution of weights D_t is updated that indicates the importance of examples in the data set for the classification. On each round, the weights of each incorrectly classified example are increased (or alternatively, the weights of each correctly classified example are decreased), so that the new classifier focuses more on those examples.

The algorithm for the binary classification task

Given: where

Initialize

For :

• Find the classifier that minimizes the error with respect to the distribution D_t:

, where

• if ε_t > = 0.5 then stop.
• Choose , typically where ε_t is the weighted error rate of classifier h_t.
• Update:

where Z_t is a normalization factor (chosen so that D_{t + 1} will be a probability distribution, i.e. sum one over all x).

Output the final classifier:

The equation to update the distribution D_t is constructed so that:

Thus, after selecting an optimal classifier for the distribution , the examples that the classifier identified correctly are weighted less and those that it identified incorrectly are weighted more. Therefore, when the algorithm is testing the classifiers on the distribution , it will select a classifier that better identifies those examples that the previous classifer missed.

Statistical Understanding of Boosting

Boosting can be seen as minimization of a convex loss function over a convex set of functions. ^[1] Specifically, the loss being minimized is the exponential loss

and we are seeking a function

f =	∑	αtht
	t

See also

• Bootstrap aggregating
• LPBoost
• GentleBoost

References

1. ^ T. Zhang, "Convex Risk Minimization", Annals of Statistics, 2004.

External links

• icsiboost, an open source implementation of Boostexter
• NPatternRecognizer , a fast machine learning algorithm library written in C#. It contains support vector machine, neural networks, bayes, boost, k-nearest neighbor, decision tree, ..., etc.

• Adaboost in C++, an implementation of Adaboost in C++ and boost by Antonio Gulli
• Boosting.org, a site on boosting and related ensemble learning methods
• JBoost, a site offering a classification and visualization package, implementing AdaBoost among other boosting algorithms.
• AdaBoost Presentation summarizing Adaboost (see page 4 for an illustrated example of performance)
• A Short Introduction to Boosting Introduction to Adaboost by Freund and Schapire from 1999
• A decision-theoretic generalization of on-line learning and an application to boosting Journal of Computer and System Sciences, no. 55. 1997 (Original paper of Yoav Freund and Robert E.Schapire where Adaboost is first introduced.)
• An applet demonstrating AdaBoost
• Ensemble Based Systems in Decision Making, R. Polikar, IEEE Circuits and Systems Magazine, vol.6, no.3, pp. 21-45, 2006. A tutorial article on ensemble systems including pseudocode, block diagrams and implementation issues for AdaBoost and other ensemble learning algorithms.
• A Matlab Implementation of AdaBoost
• Additive logistic regression: a statistical view of boosting by Jerome Friedman, Trevor Hastie, Robert Tibshirani. Paper introducing probabilistic theory for AdaBoost, and introducing GentleBoost
• OpenCV implementation of several boosting variants
• MATLAB AdaBoost toolbox. Includes Real AdaBoost, Gentle AdaBoost and Modest AdaBoost implementations.
• AdaBoost and the Super Bowl of Classifiers - A Tutorial on AdaBoost.

Categories: Classification algorithms | Ensemble learning

 

Related links

Up to date as of November 16, 2009

A decision-theoretic generalization of on-line learning and an application to boosting

A Short Introduction to Boosting

An applet demonstrating AdaBoost - An applet demonstraing adaBoost

Ensemble Based Systems in Decision Making

AdaBoost

AdaBoost

Boosting.org - Welcome to Boosting.org — Boosting.org

A Matlab Implementation of AdaBoost - MATLAB Central - File detail - AdaBoost

OpenCV implementation of several boosting variants - MachineLearning - OpenCV Wiki

JBoost

Adaboost in C++ - Antonio Gulli's coding playground: Adaboost : improve your weak performance

Additive logistic regression: a statistical view of boosting - CiteSeerX — Additive Logistic Regression: a Statistical View of Boosting

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