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San Jose State University

Faculty Publications

AdaBoost

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Full-Text Articles in Physical Sciences and Mathematics

Evidence Contrary To The Statistical View Of Boosting, David Mease, A. Wyner Jan 2008

Evidence Contrary To The Statistical View Of Boosting, David Mease, A. Wyner

Faculty Publications

The statistical perspective on boosting algorithms focuses on optimization, drawing parallels with maximum likelihood estimation for logistic regression. In this paper we present empirical evidence that raises questions about this view. Although the statistical perspective provides a theoretical framework within which it is possible to derive theorems and create new algorithms in general contexts, we show that there remain many unanswered important questions. Furthermore, we provide examples that reveal crucial flaws in the many practical suggestions and new methods that are derived from the statistical view. We perform carefully designed experiments using simple simulation models to illustrate some of these …


Boosted Classification Trees And Class Probability/Quantile Estimation, David Mease, A. Wyner, A. Buja Jan 2007

Boosted Classification Trees And Class Probability/Quantile Estimation, David Mease, A. Wyner, A. Buja

Faculty Publications

The standard by which binary classifiers are usually judged, misclassification error, assumes equal costs of misclassifying the two classes or, equivalently, classifying at the 1/2 quantile of the conditional class probability function P[y = 1jx]. Boosted classification trees are known to perform quite well for such problems. In this article we consider the use of standard, off-the-shelf boosting for two more general problems: 1) classification with unequal costs or, equivalently, classification at quantiles other than 1/2, and 2) estimation of the conditional class probability function P[y = 1jx]. We first examine whether the latter problem, estimation of P[y = 1jx], …