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2014fall UNIST03LecBoosting Theory

The document describes the AdaBoost algorithm for boosting weak learners to produce a strong learner for classification problems. It works in rounds, adjusting weights on training examples based on whether the current weak learner classified them correctly or not. The weak learners are combined by weighted majority vote, with weights proportional to how effective each was. The final hypothesis is the weighted sum of the weak learners' predictions.

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Taehoon Kim

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0% found this document useful (0 votes)

34 views11 pages

2014fall UNIST03LecBoosting Theory

Uploaded by

Taehoon Kim

We take content rights seriously. If you suspect this is your content, claim it here.

Available Formats

Download as PDF, TXT or read online on Scribd

You are on page 1/ 11

A Formal View of Boosting

given training set

(x1 y1) : : : (xm ym )

yi 2 f;1 +1g correct label of instance xi 2 X

for t = 1 : : : T :
construct distribution Dt on f1 : : : mg
find weak hypothesis (rule of thumb)
ht : X ! f;1 +1g
with small error t on Dt:
t = PrDt ht(xi) 6= yi]

output final hypothesis Hfinal

AdaBoost
[Freund & Schapire]

constructing Dt :
D1(i) = 1=m
given Dt and ht:

Dt+1(i)

=
=

where

8
>
( ) >< ;
>>
t
:

Dt i e if yi = ht(xi)
Zt e if yi 6= ht(xi)
Dt(i) exp(; y h (x ))
t i t i
Zt

Zt = normalization constant
1
0
1
;
t CCA > 0
t = 12 ln BB@
t

final hypothesis
hypothesis:

0
BBX
(
)
=
sign
@
final

1
C
( )CA

t h t x

> 1

Toy Example

Round 1
1111
0000
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
1111
111111111111
0000
000000000000

1 =0.30
1=0.42

Round 2
1111
0000
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
1111
111111111111
0000
000000000000
111111111111
000000000000
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
000000000000
111111111111
11111
000000000000
00000
111111111111
11111

2 =0.21
2=0.65

Round 3
1111
0000
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
0000
1111
000000000000
111111111111
1111
111111111111
0000
000000000000
111111111111
000000000000
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
11111
00000
000000000000
111111111111
11111
000000000000
00000
111111111111
11111
111111111111111
000000000000000
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
h3 111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
111111111111111
000000000000000
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111
000000000000000
111111111111111

3 =0.14
3=0.92

Final Hypothesis
H
final

= sign

111111111
00
0000000
0000000
1111111
00
11
0000000
1111111
00
11
001111111
11
0000000
0000000
1111111
00
11
001111111
11
0000000
001111111
11
0000000
0000000
1111111
00
11
001111111
11
0000000
00
11
0000000
1111111
0.4211
+
001111111
0000000
001111111
11
0000000
0000000
1111111
00
11
001111111
11
0000000
001111111
11
0000000
001111111
11
0000000
001111111
0000000
11

00
11
11111111
00000000
00000000
11111111
00
11
00000000
11111111
00
11
00
11
00000000
11111111
00000000
11111111
00
11
00000000
11111111
00
11
00000000
11111111
00
11
00000000
11111111
00
11
00000000
11111111
00
11
00000000
11111111
00 +
11
0.65
00000000
11111111
00
11
00000000
11111111
00
11
00000000
11111111
00
11
00000000
11111111
00
11
00000000
11111111
00
11
00000000
00
11
11111111
00000000
00
11
11111111

111111111
000000000
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111
0.92
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111
000000000
111111111

1111111111111
0000000000000
00000
11111
000000000000
111111111111
000000000000
111111111111
0000000000000
1111111111111
00000
11111
0000000000000
1111111111111
00000
11111
000000000000
111111111111
0000000000000
1111111111111
00000
11111
000000000000
111111111111
0000000000000
1111111111111
00000
11111
000000000000
111111111111
0000000000000
1111111111111
00000
11111
000000000000
111111111111
000000000000
111111111111
0000000000000
1111111111111
00000
11111
0000000000000
1111111111111
00000
11111
000000000000
111111111111
00000
11111
0000000000000
1111111111111
000000000000
111111111111
0000000000000
000000000000
111111111111
1111111111111
00000
11111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
000000000000
111111111111
00000
11111
00000
11111
000000000000
111111111111
00000
11111
000000000000
111111111111
00000
000000000000
11111
111111111111

* See demo at
www.research.att.com/yoav/adaboost

Analyzing the training error

Theorem
Theorem:
run AdaBoost
let t = 1=2 ; t
then
training error(Hfinal)

2 s
Y4

t(1 ; t

3
)5

v
u
Yu
= t1 ; 4 2

0
1
X 2CC
B
exp B@;2
A

t
t

so: if 8t : t > 0
2T
2

;
then training error(Hfinal) e
adaptive
adaptive:
does not need to know or T a priori
can exploit t

Proof
let f (x) = X tht(x) ) Hfinal(x) = sign(f (x))

Step 11: unwrapping recursion:

Dfinal(i)

0
exp BB@;

yi X tht(xi
t
Y
Zt
t

1
C
)CA

;y f (x )
e

m Y Zt
t

Step 22: training error(Hfinal) Y Zt

Proof:

Hfinal(x) 6= y ) yf (x) 0 ) e;yf (x) 1

so:
training error(Hfinal)

8
>
<1
X>
>
>
:0

if yi 6= Hfinal(xi)
else

1 X ;yif (xi)

e
=
=

mi
X
Dfinal(i)Y Zt
t
i
Y
Zt
t

Step 33:

Proof (cont.)

Zt = 2 t(1 ; t)

Proof:

=
=

Dt(i) exp(;t yi ht(xi))

i:y 6=h (x )
i:y =h (x )

;
e
+
(
1
;
)
e
t
t
s
2 t (1 ; t )
t

Dt(i)e

Dt(i)e;

UCI Experiments
[Freund & Schapire]

tested AdaBoost on UCI benchmarks

used:
C4.5 (Quinlans decision tree algorithm)
decision
decision stumps
stumps: very simple rules of thumb
that test on single attributes
eye color = brown ?
yes

no
predict
-1

yes
predict
-1

C4.5

predict
+1

height > 5 feet ?

0
0

boosting Stumps

no
predict
+1

boosting C4.5

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2014fall UNIST03LecBoosting Theory

Uploaded by

2014fall UNIST03LecBoosting Theory

Uploaded by

A Formal View of Boosting

given training set

(x1 y1) : : : (xm ym )

yi 2 f;1 +1g correct label of instance xi 2 X

output final hypothesis Hfinal

Analyzing the training error

Step 11: unwrapping recursion:

Step 22: training error(Hfinal) Y Zt

Hfinal(x) 6= y ) yf (x) 0 ) e;yf (x) 1

Dt(i) exp(;t yi ht(xi))

tested AdaBoost on UCI benchmarks

height > 5 feet ?

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Dt(i) exp(;t yi ht(xi))