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The AdaBoost Algorithm

The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

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Page 1: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

The AdaBoost Algorithm

Page 2: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

A typical learning curve

Page 3: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

…and a boosting one

Page 4: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

this lecture

Page 5: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

supervised learning

Page 6: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

boosting : introduction

Page 7: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

boosting example

  Start with uniform distribution on data

  Weak learners = halfplanes

Page 8: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

round 1

Page 9: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

round 2

Page 10: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

round 3

Page 11: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

final hypothesis

Page 12: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

the hypothesis points space

Page 13: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

separation

Page 14: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

AdaBoost - technical

Page 15: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

a bayesian interpretation

Page 16: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

AdaBoost – update rule

Page 17: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

online allocation - hedge algorithm

Page 18: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

AdaBoost – distribution update

Page 19: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

training error

  Theorem [Freund&Schapire ’97]

Page 20: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

Boosting and margin distribution

θ

Page 21: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

Why margins are important

•  Generalization error

Page 22: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

generalization error- based on margins

Page 23: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

AdaBoost - remarks

  AdaBoost is adaptive •  does not need to know or T a priori •  can exploit εt << ½-

  GOOD : does not overfit   BAD : Susceptible to noise

  but a nice property : identify outliers

Page 24: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

Recent advances

Page 25: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t
Page 26: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

boosting vs bagging

Page 27: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

Boosting vs SVMs

Page 28: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

…hope you are still with me

Page 29: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

boosting using confidence-rated predictions

Page 30: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

multiclass : AdaBoost.M1

Page 31: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

multiclass,multilabel : AdaBoost.MH

Page 32: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

output coding for multiclass problems

Page 33: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

InfoBoost – [Aslam ’2000]

Page 34: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

applications

Page 35: The AdaBoost Algorithm - Khoury College of Computer Sciences€¦ · AdaBoost - remarks AdaBoost is adaptive • does not need to know or T a priori • can exploit ε t

so