08 EnsembleMethods

Ensemble
Learning
Ensemble Learning
Consider a set of classifiers h1, ..., hL!

Idea: construct a classifier H(x) that combines the

individual decisions of h1, ..., hL!
•  e.g., could have the member classifiers vote, or
•  e.g., could use different members for different regions of the
instance space
•  Works well if the members each have low error rates

Successful ensembles require diversity

•  Classifiers should make different mistakes
•  Can have different types of base learners
[Based on slide by Léon BoFou] 4

PracIcal ApplicaIon: NeMlix Prize
Goal: predict how a user will rate a movie
•  Based on the user’s raIngs for other movies
•  and other peoples’ raIngs
•  with no other informaIon about the movies
This applicaIon is called “collaboraIve filtering”

Ne1lix Prize: $1M to the first team to do 10% beFer
then NeMlix’ system (2007-‐2009)

Winner: BellKor’s PragmaIc Chaos – an ensemble of

more than 800 raIng systems
5
[Based on slide by Léon BoFou]
Combining Classifiers: Averaging
h1!
h2!
x! H(x)!
hL!
•  Final hypothesis is a simple vote of the members
6
Combining Classifiers: Weighted Average
h1!
w1!
h2! w2!
x! H(x)!
wi!
wL!
hL!
•  Coefficients of individual members are trained using

a validaIon set
7
Combining Classifiers: GaIng
h1!
w1!
h2!
x! w2!
H(x)!
wi!
wL!
hL!
Gating Fn!
•  Coefficients of individual members depend on input
•  Train gaIng funcIon via validaIon set
8
Combining Classifiers: Stacking
h1!
h2!
x! C! H(x)!
hL!
1st Layer 2nd Layer
•  PredicIons of 1st layer used as input to 2nd layer
•  Train 2nd layer on validaIon set
9
How to Achieve Diversity
Cause of the Mistake Diversifica@on Strategy

PaFern was difficult Hopeless
Overfijng Vary the training sets
Some features are noisy Vary the set of input features

ManipulaIng the Training Data
Bootstrap replica@on:
•  Given n training examples, construct a new training set by
sampling n instances with replacement
•  Excludes ~30% of the training instances
Bagging:
•  Create bootstrap replicates of training set
•  Train a classifier (e.g., a decision tree) for each replicate
•  EsImate classifier performance using out-‐of-‐bootstrap data
•  Average output of all classifiers
Boos@ng: (in just a minute...)

ManipulaIng the Features
Random Forests
•  Construct decision trees on bootstrap replicas
–  Restrict the node decisions to a small subset of features
picked randomly for each node
•  Do not prune the trees
–  EsImate tree performance
on out-‐of-‐bootstrap data
•  Average the output
of all trees

BoosIng
14
AdaBoost
[Freund & Schapire, 1997]
•  A meta-‐learning algorithm with great theoreIcal and

empirical performance
•  Turns a base learner (i.e., a “weak hypothesis”) into a

high performance classifier
•  Creates an ensemble of weak hypotheses by

repeatedly emphasizing misspredicted instances
15
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=6: = 1,
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i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
h X,
6=thw
with with
instance instance
yt ywith
i ht (xi ))
weights
t (x t,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
i ht (x
rate of : 1,
rate ht.of :. . h,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
t+1 2w to be
✏weights:
htw
i i:y i 6=
(x
wt+1,i h) i:y
t+1,i = wt,inw
i t (x i 6
= =
i )h t P(x i )
exp t+1,i ( t yyi h h8i (x=i )) ))1, . .8i 8i .,n = 1, 1, .. .. .. ,, n n
t = i
⌘yi ht (xi )) 8i = 1, . . . , n 1, . . . , n
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t = ln 12t1ln =
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
weights:
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i=t+1,it,i
t,i w=
n i w
j=1 hw ttX(yTt+1,j
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i ==
! i8i))1, 1,= .. ..8i 1,
.. ,, n .n
=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
n Pn 8iT=8i 1,= . .8i
1,
.,n .=!. .1, , n. . . , n
t+1,i
•  βt j=1 t+1,i
t+1,j
!
! of ht!
H(x)
for
end •  If
for
H(x) sign
= 0.5
,t=1
then
t=1 t ht (x) t 0 ( βt grows as ✏ t 
gets
0.5smaller)
urn
20
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
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2:
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3:
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INPUT:
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idata
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4: the Compute
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Compute model the
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weighted ⇣ X, y ⌘ training
iwith
training error
instance
i=1
error weights
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rate of htt : t w :
5:
4: Choose
ComputeX the
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ofnumber of
1iterations⇣ iterations ⌘
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5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=1
t,i t
. t, ✏✏T
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for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
expt+1,i ( t yyi h h8i (x=i ))))1, . .8i 8i.,n = 1, 1, .. .. .. ,, n
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
t,itj=1 hw ttX(yTt+1,j
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.= , n. . . , n
t+1,i
•  Weights t+1,i
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t+1,jj=1 o f
t+1,jX c
w Xorrect
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!
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1
H(x) =
H(x) = sign sign X T t ht (x)
t ht (x)
for
end •  Weights
for
8: end for H(x) = sign of incorrect
t=1
t=1 t t
h (x) predicIons are mulIplied by e
t
1
urn
21
Xnumber
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of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
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2:
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1
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2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=1
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.= , n. . . , n
t+1,i
j=1 j=1 w w
t+1,jj=1 o f
t+1,jX c
w Xorrect
Tt+1,j p redicIons
!
1
H(x) =
t ht (x)
for
end •  Weights
for
t=1
t=1 t t
t
1
urn
22
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber
= 21weighted of ⇣
1 of✏titerations
ln 1 ✏t✏ training errorT T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of=uniformn2wln uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=1
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ t+12 ln to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
allhypothesis t+1weights:
weights:
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
to t+1 abe toat=1 at hdistribution:
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w w X
Disclaimer: j=1 j=1
H(x) = Nt+1,j
t+1,jj=1
sign ote
X
X
T
T t
t+1,j
hat
t h t
r
(x) esized
! points in the illustraIon above
H(x) = sign t ht (x)
for
end for for
8: end H(x) = signare t=1
t=1 not t htn ecessarily to scale with βt
(x)
urn
23
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=2
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
24
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=2
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
25
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
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data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
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ofnumber of ⇣
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5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=2
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
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h X,
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on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
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t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
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rate : 1,
of
rate ht.of
:. . h ,n t:
5:
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6: Choose
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6: Normalize
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instance
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(x
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)i:y(x 6
=
t+1,i = wt,inw
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i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
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✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
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=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
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i ))
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t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
26
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n
1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
n
, of hw
y{(x i ,{(x
INPUT:
idata
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t
iwith
training instance
i=1 error
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
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of number
= 21weighted of
1 of✏titerations
5:
Initialize Choose
1: Initialize
of n weights t
+ –
t
X
t=2
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for tfor
2:1,
=6: = 1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
h X,
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with with
instance instance
yt ywith
i ht (xi ))
weights
t (x t,i ⇣
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ompute
4: wt+1,i
the
i ht (x
rate of : 1,
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
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htw
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(x
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t+1,i = wt,inw
i t (x i 6
= =
i )h t P(x i )
t = i
⌘yi ht (xi )) 8i = 1, . . . , n 1, . . . , + – n
wt+1,i = w t,i j=1
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w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t = ln 12t1ln =
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
weights:
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i=t+1,it,i
t,i w=
n i w
j=1 hw ttX(yTt+1,j
(x ih tt(x
i ))
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t (x
8i ==
! i8i))1, 1,= .. ..8i 1,
.. ,, n .n
=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
n Pn 8iT=8i 1,= . .8i
1,
.,n .=!. .1, , n. . . , n
t+1,i
•  βt j=1 t+1,i
t+1,j
!
! of ht!
H(x)
for
end •  If
for
H(x) sign
= 0.5
,t=1
then
gets
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urn
27
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
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data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=2
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
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2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
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(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
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wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.= , n. . . , n
t+1,i
j=1 j=1 w w
t+1,jj=1 o f
t+1,jX c
w Xorrect
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!
1
H(x) =
t ht (x)
for
end •  Weights
for
t=1
t=1 t t
t
1
urn
28
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=2
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n+ –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.= , n. . . , n
t+1,i
j=1 j=1 w w
t+1,jj=1 o f
t+1,jX c
w Xorrect
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!
1
H(x) =
t ht (x)
for
end •  Weights
for
t=1
t=1 t t
t
1
urn
29
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=3
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
30
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=3
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
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wt+1,i = nwt+1,i 8i !
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i ))
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))1, .. ..8i
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+ –
wt+1,i j=1 ttX 8i =
t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
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urn
31
Xnumber
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1
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1
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n
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y{(x i ,{(x
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idata
data =
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Compute model the
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t
iwith
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t+1,i = wt,inw
i t (x i 6
= =
i )h t P(x i )
t = i
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7:Choose
hoose t = 2
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1
t = ln 12t1ln =
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
weights:
weights:
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hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w = w=
exp =(exp wP (yexp
n i w
hw (yTt+1,j
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i ))
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=. .1, , n. . . , n
+ –
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t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
be t (x)
9:
8: Return
end
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t+1,i
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urn
32
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
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n
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i:y training
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4:
3:
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Train
Compute model the
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t on
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training error
instance
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i=1
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5:
4: Choose
ComputeX the
number number
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Initialize Choose
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rain model model
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h X,
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instance instance
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i ht (xi ))
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instance weights
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t (xt,i ⇣
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ompute
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i ht (x
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rate ht.of
:. . h ,n t:
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instance
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(x
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=
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i )h tP(x i )
n
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Normalize
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7: endNormalize
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pdate
6:
9: endall for
Normalize
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Return all the
instance instance w
instance to be
weights:
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hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
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i ))
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))1, .. ..8i
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+ –
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8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
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wt+1,i
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t
1
urn
33
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
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1
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n
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i:y training
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4:
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4: the Compute
Train
Compute model the
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t on
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
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ofnumber of
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5:
Initialize Choose
1: Initialize
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1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
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=6: = 1,
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3:Train
rain model model
Train
wt+1,i hi:y on
t model
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h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
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i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
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the
weighted w
the exp
training
i ht (x
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rate ht.of
:. . h ,n t:
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6: Choose
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6: Normalize
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instance
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(x
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)i:y(x 6
=
t+1,i = wt,inw
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i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
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wt+1,i = w t,i j=1
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Normalize
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t =ln 12t1ln =
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8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w = w=
exp =(exp
wP (yexp
n i w
hw (yTt+1,j
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i ))
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))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
+ –
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t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.= , n. . . , n
t+1,i
j=1 j=1 w w
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t+1,jX c
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end •  Weights
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t=1
t=1 t t
t
1
urn
34
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
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data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
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ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=4
t,i t
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.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
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3:Train
rain model model
Train
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t model
i=
h X,
6=thw
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with
exp with
instance instance
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i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
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Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
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5: Choose
2
2
✏ t
5:
6: Choose
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6: Normalize
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2w to be
instance
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(x
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)i:y(x 6
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i )h tP(x i )
n
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j=1 ⌘ t+1,j t i 8i
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5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
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=w = w=
exp =(exp
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n i w
hw (yTt+1,j
(x ih tt(x
i ))
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t (x= i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
+ –
wt+1,i j=1 ttX 8i =
t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
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end for for
urn
35
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
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data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
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of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=4
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
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(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
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training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
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2
✏ t
5:
6: Choose
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6: Normalize
✏t =
2w to be
instance
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htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
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distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall
Return
9: Return
for
Normalize
Update
w
all the
instance
t+1,i
instance
the
wt+1,i = nwt+1,i =
w
allhypothesis
Pnwt+1,i
hypothesis
P
w to be
t+1weights:
weights:
instance
t+1,i
a distribution:
weights:
8i =
8i = 1,
!
1, .. .. .. ,, n n +
wt+1,iwt+1,i
=w = w=
exp =(exp
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n i w
hw (yTt+1,j
(x ih tt(x
i ))
t+1,j yiih))8i
t (x= i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
+ –
wt+1,i j=1 ttX 8i =
t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
36
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
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data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=4
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall
Return
9: Return
for
Normalize
Update
w
all the
instance
t+1,i
instance
the
wt+1,i = nwt+1,i =
w
allhypothesis
Pnwt+1,i
hypothesis
P
w to be
t+1weights:
weights:
instance
t+1,i
a distribution:
weights:
8i =
8i = 1,
!
1, .. .. .. ,, n n +
wt+1,iwt+1,i
=w = w=
exp =(exp
wP (yexp
n i w
hw (yTt+1,j
(x ih tt(x
i ))
t+1,j yiih))8i
t (x= i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
+ –
wt+1,i j=1 ttX 8i =
t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
37
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=5
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7:
t = ✏t =
6: Normalize
✏t =
2w to be
instance
✏weights:
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall
Return
9: Return
for
Normalize
Update
w
all the
instance
t+1,i
instance
the
wt+1,i = nwt+1,i =
w
allhypothesis
Pnwt+1,i
hypothesis
P
w to be
t+1weights:
weights:
instance
t+1,i
a distribution:
weights:
8i =
8i = 1,
!
1, .. .. .. ,, n n +
wt+1,iwt+1,i
=w = w=
exp =(exp
wP (yexp
n i w
hw (yTt+1,j
(x ih tt(x
i ))
t+1,j yiih))8i
t (x= i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
+ –
wt+1,i j=1 ttX 8i =
t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
38
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=5
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏7: Normalize 2w to be t a distribution:
✏weights:
t = ✏t =
+
6: ✏t =
Update wt,iall w t,iinstance
t+1 t,i
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall
Return
9: Return
for
Normalize
Update
w
all the
instance
t+1,i
instance
the
wt+1,i = nwt+1,i =
w
allhypothesis
Pnwt+1,i
hypothesis
P
w to be
t+1weights:
weights:
instance
t+1,i
a distribution:
weights:
8i =
8i = 1,
!
1, .. .. .. ,, n n +
wt+1,iwt+1,i
=w = w=
exp =(exp
wP (yexp
n i w
hw (yTt+1,j
(x ih tt(x
i ))
t+1,j yiih))8i
t (x= i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
+ –
wt+1,i j=1 ttX 8i =
t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
39
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=5
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏weights:
t = ✏t =
+
6: ✏t =
t+1 t,i
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall
Return
9: Return
for
Normalize
Update
w
all the
instance
t+1,i
instance
the
wt+1,i = nwt+1,i =
w
allhypothesis
Pnwt+1,i
hypothesis
P
w to be
t+1weights:
weights:
instance
t+1,i
a distribution:
weights:
8i =
8i = 1,
!
1, .. .. .. ,, n n +
wt+1,iwt+1,i
=w = w=
exp =(exp
wP (yexp
n i w
hw (yTt+1,j
(x ih tt(x
i ))
t+1,j yiih))8i
t (x= i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
+ –
wt+1,i j=1 ttX 8i =
t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
40
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
{(x instance
n
,i ,ni=1 weights
n
, of hw
y{(x i ,{(x
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize Choose
1: Initialize
of Xnt of= n2wln
uniform uniform
of n weights t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
+ –
t
X
t=6
t,i t
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train
wt+1,i hi:y on
t model
i=
h X,
6=thw
on hyi )tX, ony(X,
with
exp with
instance instance
yt ywith
i ht (xi ))
weights
instance weights
8i w t1,w
t (xt,i ⇣
⇣(training ⌘
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6: Choose
✏weights:
t = ✏t =
+
6: ✏t =
t+1 t,i
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h tP(x i )
n
wt+1,i t+1,i ⇣ = t,i ⇣n⌘exp⇣
j=1 ⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , n + –
wt+1,i = w t,i j=1
✏t11 ✏t 1 ✏t
w ( t+1,j t
5:
7:Choose
hoose t = 2
Choose
Normalize
1
t =ln 12t1ln =
w✏ 2 ln
t+1 to be
✏tto be
distribution:
8:
7: endNormalize
for wt t+1
7:Update
8:
pdate
6:
9: endall
Return
9: Return
for
Normalize
Update
w
all the
instance
t+1,i
instance
the
wt+1,i = nwt+1,i =
w
allhypothesis
Pnwt+1,i
hypothesis
P
w to be
t+1weights:
weights:
instance
t+1,i
a distribution:
weights:
8i =
8i = 1,
!
1, .. .. .. ,, n n +
wt+1,iwt+1,i
=w = w=
exp =(exp
wP (yexp
n i w
hw (yTt+1,j
(x ih tt(x
i ))
t+1,j yiih))8i
t (x= i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
+ –
wt+1,i j=1 ttX 8i =
t+1,it,i
t,i t,itj=1 !
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
41
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
3: INPUT:Train model hii )t yon =X, y with instance
n
,i ,ni=1 weights
n
, of hw
y{(x {(x i ,{(x
t=T
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize
1: Initialize
alize Choose
of Xnt of= n2wln
uniform uniform
of n weights t
uniform
t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train hi:y on
t model h X, on hyi )tX, ony(X,
with with
instance instance
yt ywith weights
instance weights
8i w t1,w
=weights wt
++
wt+1,i i= 6=thw t (xt,i exp ⇣ ⌘ i ht (xi )) . .t. , n
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
t,i1weighted 1 ✏tt⌘
⇣(training ytraining
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6:
✏7:
t = ✏t =
6:
Choose
Update
Normalize
✏t =
Update
6: i:y 6=Update
wt,iall all
all
wt w =
t,i
P
instance
instance
t+1
instance
ln
2w to be
t,i
weights:
t a distribution:
✏weights:
wt+1,iweights: ++ +
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h t (x i )
expt+1,i
w ( t yyi h h8i (x=i ))
t (x ))1, . .8i 8i.,n = 1, 1, .. .. .. ,, n
n
+
wwt+1,i t+1,i ⇣ = = t,iw P ⇣n⌘exp⇣
j=1exp (
⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , =
n +
Choose
hoose
5:
7:
wt+1,i
t = 2
Choose
Normalize
1
t =
=
ln 12t1ln
w
=
w
t,i j=1
✏t11 ✏t 1 ✏t
2 ln
w (
to be
t+1,j
be
t
a distribution:
distribution: +
+ +
8:
7: endNormalize
for ✏ t+1
wt t+1 ✏tto ✏t a
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
42
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
n
,i ,ni=1 weights
n
, of hw
y{(x {(x i ,{(x
t=T
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
T T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize
1: Initialize
alize Choose
of Xnt of= n2wln
uniform uniform
of n weights t
uniform
t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train hi:y on
with with
instance instance
yt ywith weights
instance weights
8i w t1,w
=weights wt
++
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6:
✏7:
t = ✏t =
6:
Choose
Update
Normalize
✏t =
Update
6: i:y 6=Update
wt,iall all
all
wt w =
t,i
P
instance
instance
t+1
instance
ln
2w to be
t,i
weights:
t a distribution:
✏weights:
wt+1,iweights: ++ +
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h t (x i )
expt+1,i
t (x ))1, . .8i 8i.,n = 1, 1, .. .. .. ,, n
n
+
j=1exp (
⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n. , =
n +
Choose
hoose
5:
7:
wt+1,i
t = 2
Choose
Normalize
1
t =
=
ln 12t1ln
w
=
w
t,i j=1
✏t11 ✏t 1 ✏t
2 ln
w (
to be
t+1,j
be
t
a distribution:
distribution: +
+ +
8:
7: endNormalize
for ✏ t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
t+1,i =w P =nthe
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.=
! , n. . . , n
w w
j=1 j=1
for
end for for
urn
43
Xnumber
vector of n
of n uniform
uniform
weights T w w1 = = ⇥ n1 ,, .. .. .. ,, n1 ⇤
AdaBoost
X 1
2:
1: for t
1
, . . . , n1
2: for t ✏=t = 1, . . . , T wt,i n n
3:
2: for Train
t = 1, model
n
,i ,ni=1 weights
n
, of hw
y{(x {(x i ,{(x
t=T
INPUT:
i:y training
idata
i 6=htt (x data
X, X,
data =
4:
3:
4: the Compute
Train
Compute model the
the h weighted
t on⇣
iwith
training error
instance
i=1
error weights
i=1
rate of htt : t w :
5:
4: Choose
ComputeX the
number number
the tthe
ofnumber of ⇣
= 21weighted 1 of✏titerationsT T T ⇥ 1 rate ⇥ 1 1of ⇥⇤1 h1t :⇤ 1 ⇤
5:
Initialize
1: Initialize
alize Choose
of Xnt of= n2wln
uniform uniform
of n weights t
uniform
t
1 = w1 n=,w , .n. .n,,n. . . , n
. .1n. =
. t, ✏✏T
.=tt. .= wt,i t
for tfor
2:1,
=6: = 1,
. . Update ,i:y
1,
(xiw ) weights:
i:yi 6=ht (xi ) t,i
3:Train
rain model model
Train hi:y on
with with
instance
yt ywith instance weights
instance weights
8i w t1,w
=weights wt
++
Compute
ompute
4: wt+1,i
the
weighted w
the exp
training
i ht (x
rate of8iht=
rate : 1,
of
rate ht.of
:. . h ,n t:
5:
5: Choose
2
2
✏ t
5:
6:
✏7:
t = ✏t =
6:
Choose
Update
Normalize
✏t =
Update
6: i:y 6=Update
wt,iall all
all
wt w =
t,i
P
instance
instance
t+1
instance
ln
2w to be
t,i
weights:
t a distribution:
✏weights:
wt+1,iweights: ++ +
htw
i i:y i 6=
(x
wt+1,i h
)i:y(x 6
=
t+1,i = wt,inw
i t i =
i )h t (x i )
expt+1,i
t (x ))1, . .8i 8i.,n = 1, 1, .. .. .. ,, n
n
+
j=1exp (
⌘ t+1,j t i 8i
t =i 1, . .
⌘yi ht (xi )) 8i = 1, . . . , n . , =
n +
Choose
hoose
5:
7:
wt+1,i
t = 2
Choose
Normalize
1
t =
=
ln 12t1ln
w
=
w
t,i j=1
✏t11 ✏t 1 ✏t
2 ln
w (
to be
t+1,j
be
t
a distribution:
distribution: +
+ +
8:
7: endNormalize
for ✏ t+1
7:Update
8:
pdate
6:
9: endall for
Normalize
Update
Return all the
instance instance w
instance to be
weights:
w t+1,i
hypothesis
P 8i = = 1, 1, .. .. .. ,, n n
wt+1,i = nwt+1,i 8i !
wt+1,iwt+1,i
=w wt+1,i= w=
exp
t+1,it,i
t,i =(exp
wP (yexp
n i w
j=1
(x ih tt(x
i ))
t+1,j yiih))8i
t (x
8i = =
!i8i 1,=
))1, .. ..8i
1, .n
.. ,, n=. .1, , n. . . , n
8: endNormalize
8:Normalize
ormalize
7: end for
wH(x)
distribution:
distribution:
be t (x)
9:
8: Return
end
w w w
wt+1,i
n Pn 8iT=8i 1,= . .8i
1,
.,n !. .1,
.= , n. . . , n
t+1,i
•  Final t+1,i
j=1 j=1 wm odel
w
t+1,jj=1 t+1,jXw i
X s
Tt+1,ja w eighted
!
! combinaIon of members
H(x) = = sign sign X T th ht (x)
(x)
for
end for for
8: end – H(x)
H(x) Each = sign member t=1 w
t
t heighted
t
t (x) by its importance
t=1
urn
44
INPUT: training data X, y = {(xi , yi )}ni=1 ,
AdaBoost
INPUT: the training number dataofX, y = {(xiT, yi )}ni=1
iterations n , ⇥
INPUT: training data X, y = {(x , y
i , yi )}n)} ,, 1 ⇤
1: INPUT:
Initialize
INPUT: the a training
the vector
training number ofdata
n
dataofX,of X,
uniform y =
iterations {(x
weights
iT
y = {(xiT, yi )}i=1 i w
i=1
n =
1 , ⇥n
i=1 , . . . , 1
⇤
number iterations n
1:
2: Initialize
INPUT:
for t = 1, a. the
.
the vector
training
. , number ofdata
[Freund
Tnumber & of
n Suniform
of X, iterations {(xiT
weights
y =1997]
chapire,
iterations T, yi )} n
wi=1
1 = ⇥ 1
, ⇥ n1 , . . . , n1 ⇤⇤ 1
1:
1: Initialize
INPUT:
Initialize aa training
vector
vector of
of n
data
n uniform
X,
uniform y = weights
{(xiT, yi )}
weights w
w
n1 =
= , ⇥ n11 ,, .. .. .. ,, n11 ⇤
2:
3: for t
Train= 1, .
model.
the . , Tnumber
h on X, of y iterations
with instance i=1
weights
, ⇥ nn1 , w
1: Initialize a. training
vector t ofdata
n uniform 1 . . t. , nn1 ⇤
2: INPUT:
for t = 1, .
the . , Tnumber of X, y = weights
iterations {(xiT , yi )} wi=1
n1 =
2:
3:
1:
4:
2: for t
Train=
Initialize
forCompute
t = 1,
1, .
model. .
a. .vector
. ,
the
, T
T hweighted
t ofonnX, y training
uniform with weights
instance
error weights
wrate
1 = of ⇥ n1h, w ..., ⇤
t: t n
3:
1: Train
Initialize modelthe
a. .vector number
h t on
of n X, of y
uniformiterations
with weightsT
instance w weights
= ⇥ , w
. . t. , 1 ⇤
3:
4:
2:
3: Train
forCompute
t
Train= 1,model
model X. the
, T h
h on
weighted X, y with
training instance
t on X, y with instance weights error weights
rate
1 of n
1 wh w :
t t n
1:
4:
2: Initialize
Compute
forCompute
t = 1, a . . vector
. the
, T t of n
weighted uniform training weights
error w =
rate
1 of h, .
t .
: t. , 1
4:
3:
4: Train
✏=t = model X the hw weighted
on X, y training
t t,i with instance error rate
weightsof nhw t :: t n
2:
3: forCompute
t
Train 1, .
model. X. the
, T h weighted
on X, y training
with error
instance rate
weightsof h t
w
4: ✏t =i:y
Compute i 6= X the
ht (xi ) wweighted
t t,i training error rate of h t: t
3:
4: ✏✏t =
Train
Compute model X hw on X, y training with instance weights of hw
hthe weighted error rate t: t
= t t,i
t i:yi 6= X t (xiw ) t,i
4: ✏
Compute =
t i:yi 6=hthe w
t (xiweighted
) t,i ⇣ ⌘
training error rate of ht :
5: ✏
Choose t =i:yi 6=
i:yi 6=tht=
X ht (xi1w ) t,i ⇣ 1 ✏t ⌘
(xi2) ln
5: ✏
Choose t = X = (xi1w t,i ⇣
) ln 1 ✏t✏t ⌘
6:
i:y
✏t =i:yiall
Update
6
=
i t t h ⇣
1wt,i ⇣ 1 ✏weights:
instance
2 t✏t ⌘
⌘
5:
5: Choose
Choose =
6=tht (xi2)1 ln 1 ✏
t = ln t
1 ⇣ 1 ✏✏weights:
t✏t ⌘
5:
6: Choose
Update i:yi 6=tht (xi1
all = 2
2)
instanceln t
5:
6: Choose
Update
w all
= w=instanceln
exp ⇣(1 ✏weights:
t✏t ⌘
weights: 8i = 1, . . . , n
t✏tt yi ht (xi ))
t
t+1,i all instance 2
t,i1 ✏
6:
5: Update
Choose = ln ⇣ 1 weights: ⌘
6: wt+1,i all
Update =t winstance 2 exp (1 ✏weights:
t,i1 t✏tt yi ht (xi )) 8i = 1, . . . , n
5: Choose
w t+1,i all = = ln
t wt,i2 exp ( ✏t t yi ht (xi )) 8i = 1, .. .. .. ,, n
6:
7: Update
w
Normalize
t+1,i = wwinstance
t,i exp to ( weights:
be tay h (x ))
distribution:
i t i 8i = 1, n
6: w
Update t+1,i =
all w t+1
t,i exp
instance ( t
weights:y i h t (x i )) 8i = 1, . . . , n
7: Normalize
w t+1,i = ww t+1
t,i exp to ( be ay distribution:
h (x ))
ta idistribution:
t i 8i = 1, . . . , n
7: Normalize w t+1 w to be
7: w
Normalize =w w exp to ( be tayidistribution:
h8i
t (x= 1, . .8i
i )) = 1, . . . , n
t+1,i
7: wt+1,i
t+1,i = w
Normalize P t,i
t+1
n w to be a distribution: .,n
7: wwt+1,i
Normalize = wP t+1 exp
t,ij=1 w(t+1,j
t+1,i tayidistribution:
h8i
t (x=i )) 8i = 1, . . . , n
t+1,i = w nw
t+1 to
t+1,i
w to be 1, . . . , n
7: w t+1,i =
Normalize wP
P nwt+1,i wt+1,j 8i
be a distribution: = 1, .. .. .. ,, n
w
w t+1,i =
= P
j=1
t+1
n t+1,i
w t+1,j
8i
8i =
= 1,
1, . . . , n
n
7:
8: Normalize
end for t+1,i w w
j=1
n
t+1 tow
t+1,i be
t+1,j a distribution:
wt+1,i = nj=1 P j=1
wt+1,iw t+1,j 8i = 1, . . . , n
8:
9: end
Return for the
wt+1,i = j=1 hypothesis
P w t+1,j 8i = 1, . . . , n
8: end for nwt+1,i
8:
9: end
Return for the hypothesis
wt+1,i = Pnj=1 t+1,j 8i = w 1, . . . , n
8:
9: end
Return for the hypothesis w T
!
9:
8:
9: Return
end
Return for thethe hypothesis
j=1 X
hypothesis
t+1,j
!
8:
9: end for H(x)
Return the hypothesis = sign XT
T
h
t t (x) !
!
8:
9: end
Return for H(x)
the = sign X
hypothesis XT
t=1 t h t (x) ! 45
T
iterations n , ⇥
AdaBoost
i , yi )}n)} ,, 1 ⇤
1: INPUT:
Initialize
the vector
n of X,
uniform
dataofX, y =
iterations {(x
weights
iT
y = {(xiT, yi )}i=1 i w
i=1
n =
1 , ⇥n
i=1 , . . . , 1
⇤
number iterations n
1:
2: Initialize
INPUT:
for t = 1, a. the vector
training
.
the . , Tnumber
number ofdata of
n uniform
of X,iterations
iterations {(xiT
y = weights T, yi )} n
wi=1
1 = ⇥ 1
, ⇥ n1 , . . . , n1 ⇤⇤ 1
1:
1: Initialize
INPUT:
vector
vector of
of n
data
n uniform
X,
uniform y = weights
{(xiT, yi )}
weights w
w
n1 =
= , ⇥ n11 ,, .. .. .. ,, n11 ⇤
2:
3: for t
Train= 1, .
model.
the . , Tnumber
h on of
X, yiterations
with instance i=1
weights
, ⇥ nn1 , w
vector t ofdata
2: INPUT:
for t = 1, .
n1 =
2:
3:
1:
4:
2: for t
Train=
Initialize
forCompute
t = 1,
1, .
model. .
a. .vector
. ,
the
, T
T hweighted
instance
error weights
wrate
1 = of ⇥ n1h, w ..., ⇤
t: t n
3:
1: Train
Initialize modelthe
a. .vector number
h t on
of n of
X, yiterations
uniform with weightsT
instance w weights
= ⇥ , w
. . t. , 1 ⇤
3:
4:
2:
3: Train
forCompute
t
Train= 1,model
model X. the
, T h
h on
weighted X, y with
training instance
rate
1 of n
1 wh w :
t t n
1:
4:
2: Initialize
Compute
forCompute
t = 1, a . . vector
. the
, T t of n
weighted uniformtraining weights
error w =
rate
1 of h, .
t .
: t. , 1
4:
3:
4: Train
on X, y training
2:
3: forCompute
t
Train 1, .
model. X. the
, T h weighted
on X, y training
with error
instance rate
weightsof h t
w
4: ✏t =i:y
Compute i 6= X the
ht (xi ) wweighted
3:
4: ✏✏t =
Train
Compute model X hw on X, y training
with instance weights of hw
= t t,i
t (xiw
training error rate of ht : wt is a vector of weights
t i:yi 6= X ) t,i
4: ✏
Compute =
t i:yi 6=hthe w
t (xiweighted
) t,i ⇣ ⌘
✏ =i:yi 6= X ht (xi1w ) t,i ⇣ 1 ✏t ⌘
over the instances at
5: Choose t i:yi 6=tht= (xi2) ln
5: ✏
) ln 1 ✏t✏t ⌘
6:
i:y
✏t =i:yiall
Update
6
=
i t t h
w
instance ⇣ ⌘
t,i ⇣ 1 weights:
1
2 1 ✏ ✏
t t⌘
5:
5:
6:
5:
Choose
Choose
Update
Choose all
6=tht=
i:yi 6=tht=
t = (xi1
2 ) ln
instance
1 ln
2) ln
(xi1
⇣ 1 ✏
✏t
✏t
t✏t ⌘
weights: iteraIon t!
6:
5:
6: Update
Choose
Update all
all =instance
2
instanceln ⇣(1 ✏weights:
t✏t ⌘
weights:

w = t w exp y h (x )) 8i = 1, . . . , n
8i = 1, . . . , n All points start with equal
6: Update t+1,i all instance 2
t,i1 ✏ t✏tt i t i
5: Choose = ln ⇣ 1 weights:
⌘
6: w
Update = t
t+1,i all instancew 2
t,i1 exp ( y
1 ✏weights:
t✏tt i t h (x i ))
5: Choose
w = = ln
n weight
6: Update
w t+1,i all = w instance
exp ( weights:
y h (x )) 8i = 1, n
7: Normalize
w t+1,i = ww t,i
t+1 exp to ( be tay distribution:
i h t (x i )) 8i = 1, . . . ,
6: Update t+1,i all t,i
instance t
weights:i t i
7: Normalize
wt+1,i = w wt,it+1 exp to( be tayidistribution:
ht (xi )) 8i = 1, . . . , n
7: Normalize w t+1 w to be a distribution:
7: w
h8i
t (x= 1, . .8i
i )) = 1, . . . , n
t+1,i
7: wt+1,i
t+1,i = w
Normalize P t,i
t+1
7: wwt+1,i
t,ij=1 w(t+1,j
h8i
t (x=i )) 8i = 1, . . . , n
t+1,i = w nw
t+1 to
t+1,i
w to be 1, . . . , n
7: w t+1,i =
Normalize wP
P nwt+1,i wt+1,j 8i =
be a distribution: 1, .. .. .. ,, n
w
w t+1,i =
= P
j=1
t+1
n t+1,i
w t+1,j
8i
8i =
= 1,
1, . . . , n
n
7:
8: Normalize
end for t+1,i w w
j=1
n
t+1 tow
t+1,i be
wt+1,i = nj=1 P j=1
wt+1,iw t+1,j 8i = 1, . . . , n
8:
9: end
Return for the
P w t+1,j 8i = 1, . . . , n
8: end for nwt+1,i
8:
9: end
wt+1,i = Pnj=1 t+1,j 8i = w 1, . . . , n
8:
9: end
!
9:
8:
9: Return
end
j=1 X
hypothesis
t+1,j
!
8:
9: end for H(x)
T
h
t t (x) !
!
8:
9: end
Return for H(x)
the = sign X
hypothesis XT
t=1 t h t (x) ! 46
T
iterations n , ⇥
AdaBoost
i , yi )}n)} ,, 1 ⇤
1: INPUT:
Initialize
the vector
n of X,
uniform
dataofX, y =
iterations {(x
weights
iT
y = {(xiT, yi )}i=1 i w
i=1
n =
1 , ⇥n
i=1 , . . . , 1
⇤
number iterations n
1:
2: Initialize
INPUT:
training
.
the . , Tnumber
number ofdata of
n uniform
of X, iterations
iterations {(xiT
wi=1
1 = ⇥ 1
, ⇥ n1 , . . . , n1 ⇤⇤ 1
1:
1: Initialize
INPUT:
vector
vector of
of n
data
n uniform
X,
uniform y = weights
{(xiT, yi )}
weights w
w
n1 =
= , ⇥ n11 ,, .. .. .. ,, n11 ⇤
2:
3: for t
Train= 1, .
model.
the . , Tnumber
h on X,of y iterations
with instance i=1
weights
, ⇥ nn1 , w
vector t ofdata
2: INPUT:
for t = 1, .
n1 =
2:
3:
1:
4:
2: for t
Train=
Initialize
forCompute
t = 1,
1, .
model. .
a. .vector
. ,
the
, T
T hweighted
onnX,
t of y training
instance
error weights
wrate
1 = of ⇥ n1h, w ..., ⇤
t: t n
3:
1: Train
Initialize modelthe
a. .vector number
h t on
of n X,of y
uniform iterations
with weightsT
instance w weights
= ⇥ , w
. . t. , 1 ⇤
3:
4:
2:
3: Train
forCompute
t
Train= 1,model
model X. the
, T h
h on
weighted X, y with
training instance
rate
1 of n
1 wh w :
t t n
1:
4:
2: Initialize
Compute
forCompute
t = 1, a . . vector
. the
, T t of n
error w =
rate
1 of h, .
t .
: t. , 1
4:
3:
4: Train
on X, y training
2:
3: forCompute
t
Train 1, .
model. X. the
, T h weighted
on X, y training
with error
instance rate
weightsof h t
w
4: ✏t =i:y
Compute i 6= X the
ht (xi ) wweighted
3:
4: ✏✏t =
Train
= t t,i
4: ✏
Compute =
t i:yi 6=hthe w
t (xiweighted
) t,i ⇣ ⌘
5: ✏
Choose t =i:yi 6=
i:yi 6=tht=
X ht (xi1w ) t,i ⇣ 1 ✏t ⌘
(xi2) ln
5: ✏
) ln 1 ✏t✏t ⌘
6:
i:y
✏t =i:yiall
Update
6
=
i t t h ⇣
instance t✏t ⌘
⌘
5:
5:
6:
5:
Choose
Choose
Update
Choose all
=
6=tht (xi2)
t = =
2
1
instance
1
2
ln
ln
ln ⇣
1 ✏ t
1 ✏✏weights:
t✏t ⌘ We need a way to weight instances
i:yi 6=tht (xi1 2)
t
6:
5:
6:
6:
Update
Choose
Update
w
Update
all
all
= t
t+1,i all instancew=instance
instance
2
t,i1
ln
⇣ ✏
t✏t ⌘
weights:
t✏tt yi ht (xi ))
1 weights: ⌘
differently
8i = 1, . . . ,w n hen learning the model...
5: Choose
wt+1,i all =t w =t,i2 expln (1 ✏t✏ t yi ht (xi )) 8i = 1, . . . , n
6:
5: Update
Choose
w = instance
1
=t,i2 expln ( ✏weights:
t
8i
t+1,i t w ty ih t (x i )) = 1, .. .. .. ,, n
6:
7: Update
w
Normalize
t+1,i all
= wwinstance
t,i expto ( beweights:
t
tay h (x ))
distribution:
i t i 8i = 1, n
6: w
Update t+1,i =
all w t+1
t,i exp
instance ( t y
weights: i h t (x i )) 8i = 1, . . . , n
7: Normalize
w t+1,i = ww t+1
t,i expto ( be ay distribution:
h (x ))
ta idistribution:
t i 8i = 1, . . . , n
7: w
Normalize =w w expto ( be tayidistribution:
h8i
t (x= 1, . .8i
i )) = 1, . . . , n
t+1,i
7: wt+1,i
t+1,i = w
Normalize P t,i
t+1
7: wwt+1,i
t,ij=1 w(t+1,j
h8i
t (x=i )) 8i = 1, . . . , n
t+1,i = w nw
t+1 to
t+1,i
w to be 1, . . . , n
7: w t+1,i =
Normalize wP
P nwt+1,iwt+1,j 8i
w
w t+1,i =
= P
j=1
t+1
n t+1,i
w t+1,j
8i
8i =
= 1,
1, . . . , n
n
7:
8: Normalize
end for t+1,i w w
j=1
n
t+1 tow
t+1,i be
wt+1,i = nj=1 P j=1 w
wt+1,i t+1,j 8i = 1, . . . , n
8:
9: end
Return for the
P w t+1,j 8i = 1, . . . , n
8: end for nwt+1,i
8:
9: end
wt+1,i = Pnj=1 t+1,j 8i = w 1, . . . , n
8:
9: end
!
9:
8:
9: Return
end
j=1 X
hypothesis
t+1,j
!
8:
9: end for H(x)
T
h
t t (x) !
!
8:
9: end
Return for H(x)
the = sign X
hypothesis XT
t=1 t h t (x) ! 47
T
Training a Model with Weighted Instances
•  For algorithms like logisIc regression, can simply
incorporate weights w into the cost funcIon
–  EssenIally, weigh the cost of misclassificaIon differently
for each instance
Xn
Jreg (✓) = wi [yi log h✓ (xi ) + (1 yi ) log (1 h✓ (xi ))] + k✓[1:d] k22
i=1
•  For algorithms that don’t directly support instance

weights (e.g., ID3 decision trees, etc.), use weighted
bootstrap sampling
–  Form training set by resampling instances with
replacement according to w
48
Base Learner Requirements
•  AdaBoost works best with “weak” learners
–  Should not be complex
–  Typically high bias classifiers
–  Works even when weak learner has an error rate just
slightly under 0.5 (i.e., just slightly beFer than random)
•  Can prove training error goes to 0 in O(log n) iteraIons
•  Examples:
–  Decision stumps (1 level decision trees)
–  Depth-‐limited decision trees
–  Linear classifiers
49
iterations n , ⇥
AdaBoost
i , yi )}n)} ,, 1 ⇤
1: INPUT:
Initialize
the vector
n of X,
uniform
dataofX, y =
iterations {(x
weights
iT
y = {(xiT, yi )}i=1 i w
i=1
n =
1 , ⇥n
i=1 , . . . , 1
⇤
number iterations n
1:
2: Initialize
INPUT:
training
.
the . , Tnumber
number ofdata of
n uniform
of X, iterations
iterations {(xiT
wi=1
1 = ⇥ 1
, ⇥ n1 , . . . , n1 ⇤⇤ 1
1:
1: Initialize
INPUT:
vector
vector of
of n
data
n uniform
X,
uniform y = weights
{(xiT, yi )}
weights w
w
n1 =
= , ⇥ n11 ,, .. .. .. ,, n11 ⇤
2:
3: for t
Train= 1, .
model.
the . , Tnumber
with instance i=1
weights
, ⇥ nn1 , w
vector t ofdata
2: INPUT:
for t = 1, .
n1 =
2:
3:
1:
4:
2: for t
Train=
Initialize
forCompute
t = 1,
1, .
model. .
a. .vector
. ,
the
, T
T hweighted
onnX,
t of y training
instance
error weights
wrate
1 = of ⇥ n1h, w ..., ⇤
t: t n
3:
1: Train
Initialize modelthe
a. .vector number
h t on
of n X,of y
uniform iterations
with weightsT
instance w weights
= ⇥ , w
. . t. , 1 ⇤
3:
4:
2:
3: Train
forCompute
t
Train= 1,model
model X. the
, T h
h on
weighted X, y with
training instance
rate
1 of n
1 wh w :
t t n
1:
4:
2: Initialize
Compute
forCompute
t = 1, a . . vector
. the
, T t of n
error w =
rate
1 of h, .
t .
: t. , 1
4:
3:
4: Train
on X, y training
2:
3: forCompute
t
Train 1, .
model. X. the
, T h weighted
on X, y training
with error
instance rate
weightsof h t
w
4: ✏t =i:y
Compute i 6= X the
ht (xi ) wweighted
3:
4: ✏✏t =
Train
= t t,i
4: ✏
Compute =
t i:yi 6=hthe w
t (xiweighted
) t,i ⇣ ⌘
5: ✏
Choose t =i:yi 6=
i:yi 6=tht=
X ht (xi1w ) t,i ⇣ 1 ✏t ⌘
(xi2) ln
5: ✏
) ln 1 ✏t✏t ⌘
6:
i:y
✏t =i:yiall
Update
6
=
i t t h ⇣
instance t✏t ⌘
⌘
5:
5:
6:
5:
Choose
Choose
Update
Choose all
=
6=tht (xi2)
t = =
2
1
instance
1
2
ln
ln
ln ⇣
1 ✏ t
1 ✏✏weights:
t✏t ⌘ Error is the sum the weights of all
i:yi 6=tht (xi1 2)
t
6:
5:
6:
6:
Update
Choose
Update
w
Update
all
all
= t
t+1,i all instancew=instance
instance
2
t,i1
ln
⇣ ✏
t✏t ⌘
weights:
t✏tt yi ht (xi ))
1 weights: ⌘
misclassified
8i = 1, . . . , n instances
5: Choose
wt+1,i all =t w =t,i2 expln (1 ✏t✏ t yi ht (xi )) 8i = 1, . . . , n
6:
5: Update
Choose
w = instance
1
=t,i2 expln ( ✏weights:
t
8i
t+1,i t w ty ih t (x i )) = 1, .. .. .. ,, n
6:
7: Update
w
Normalize
t+1,i all
= wwinstance
t,i expto ( beweights:
t
tay h (x ))
distribution:
i t i 8i = 1, n
6: w
Update t+1,i =
all w t+1
t,i exp
instance ( t y
weights: i h t (x i )) 8i = 1, . . . , n
7: Normalize
w t+1,i = ww t+1
t,i expto ( be ay distribution:
h (x ))
ta idistribution:
t i 8i = 1, . . . , n
7: w
Normalize =w w expto ( be tayidistribution:
h8i
t (x= 1, . .8i
i )) = 1, . . . , n
t+1,i
7: wt+1,i
t+1,i = w
Normalize P t,i
t+1
7: wwt+1,i
t,ij=1 w(t+1,j
h8i
t (x=i )) 8i = 1, . . . , n
t+1,i = w nw
t+1 to
t+1,i
w to be 1, . . . , n
7: w t+1,i =
Normalize wP
P nwt+1,iwt+1,j 8i
w
w t+1,i =
= P
j=1
t+1
n t+1,i
w t+1,j
8i
8i =
= 1,
1, . . . , n
n
7:
8: Normalize
end for t+1,i w w
j=1
n
t+1 tow
t+1,i be
wt+1,i = nj=1 P j=1 w
wt+1,i t+1,j 8i = 1, . . . , n
8:
9: end
Return for the
P w t+1,j 8i = 1, . . . , n
8: end for nwt+1,i
8:
9: end
wt+1,i = Pnj=1 t+1,j 8i = w 1, . . . , n
8:
9: end
!
9:
8:
9: Return
end
j=1 X
hypothesis
t+1,j
!
8:
9: end for H(x)
T
h
t t (x) !
!
8:
9: end
Return for H(x)
the = sign X
hypothesis XT
t=1 t h t (x) ! 50
T
iterations n , ⇥
AdaBoost
i , yi )}n )} ,, 1 ⇤
1: INPUT:
Initialize
the vector
n of X,
uniform
dataofX, y =
iterations {(x
weightsiT
y = {(xiT, yi )}i=1 i w
i=1
n
i=1 1 , ⇥n = , . . . , 1
⇤
number iterations n
1:
2: Initialize
INPUT:
training
.
the . , Tnumber
number ofdata of
n uniform
of X, iterations
iterations {(xiT
y = weights T, yi )} wi=1 n
1 = ⇥ 1
, ⇥ n1 , . . . , n1 ⇤⇤ 1
1:
1: Initialize
INPUT:
vector
vector of
of n
data
n uniform
X,
uniform y = weights
{(xiT, yi )}
weights w
w
n 1 = = , ⇥ n11 ,, .. .. .. ,, n11 ⇤
2:
3: for t
Train= 1, .
model.
the . , Tnumber
with instance i=1
weights , ⇥ nn1 , w
vector t ofdata
2: INPUT:
for t = 1, .
iterations {(xiT , yi )} wi=1 n 1 =
2:
3:
1:
4:
2: for t
Train=
Initialize
forCompute
t = 1,
1, .
model. .
a. .vector
. ,
the
, T
T hweighted
instance
error wrate weights
1 = of ⇥ n1h, w ..., ⇤
t: t n
3:
1: Train
Initialize modelthe
a. .vector number
h t on
of n X,of y
uniform iterations
with weights T
instance w weights = ⇥ , w
. . t. , 1 ⇤
3:
4:
2:
3: Train
forCompute
t
Train= 1,model
model X. the
, T h
h on
weighted X, y with
training instance
rate 1 of n1 w h w :
t t n
1:
4:
2: Initialize
Compute
forCompute
t = 1, a . . vector
. the
, T t of n
error w rate 1 = of h , .
t :. t. , 1
4:
3:
4: Train
on X, y training
weights of nhw t :: t n
2:
3: forCompute
t
Train 1, .
model. X. the
, T h weighted
on X, y training
with error
instance rate
weights of h t
w
4: ✏t =i:y
Compute i 6= X the
ht (xi ) wweighted
3:
4: ✏✏t =
Train
= t t,i
4: ✏
Compute =
t i:yi 6=hthe w
t (xiweighted
) t,i ⇣ ⌘
5: ✏
Choose t =i:yi 6=
i:yi 6=tht=
X ht (xi1w ) t,i ⇣ 1 ✏t ⌘
(xi2) ln
5: ✏
) ln 1 ✏t✏t ⌘
6:
i:y
✏t =i:yiall
Update
6
=
i t t h ⇣
instance
2 t✏t ⌘
⌘
5:
5: Choose
Choose =
6=tht (xi2)1 ln 1 ✏
t = ln t
t✏t ⌘
5:
6: Choose
all = 2
2)
instanceln t
5:
6: Choose
Update
w all
= w=instanceln
t✏t ⌘
weights: 8i = 1, . . . , n
t✏tt yi ht (xi ))
t
t,i1 ✏
6:
5: Update
6: wt+1,i all
t,i1 t✏tt yi ht (xi )) 8i = 1, . . . , n
5:
6:
7:
Choose
w
Update
w t+1,i all
Normalize
w t+1,i
=
=
= w
w
=
winstance
t,i
t+1
ln
t wt,i2 exp ( ✏t t yi ht (x
exp
exp to (
( beweights:
tay
y h (x• i ))
))
distribution:
i h t (x i ))
β t m
8i
8i
8i
easures
=
=
=
1,
1,
1,
.. .. .. ,, n
. . . , n
n
the importance of ht!
t+1,i all instance
6:
7: Update
Normalize
w t+1,i = wwt,it+1
t,i exp to( be t i t i
weights: ht (x• i ))If 8i
a distribution:
tayidistribution:
✏ t =


1,
0.5
. . . ,, nthen t 0

7: w
h8i
t (x= 1,o . .8i
i )) = 1, . . . , n
t+1,i
P Trivial, = 1, . .o . ,therwise flip ht‘s predicIons
7: wt+1,i
t+1,i = w
Normalize t,i
t+1 to
nwt+1,i be a distribution: .,n
7: wwt+1,i
t,ij=1 w(t+1,j tayidistribution:
h8i
t (x= i )) 8i n
t+1,i = w nw
t+1 to
t+1,i
w to be 1, . . . , n
7: w t+1,i =
Normalize
w = wP
P nwt+1,i
j=1
t+1 wt+1,j 8i
be a distribution:
8i • 
=
= β
1,
1, .. .. grows
.. ,, n n as error ht‘s shrinks
7: w t+1,i = P n t+1,i
wt+1,iw t+1,j 8i = 1, t
. . . , n
8: endNormalize
for t+1,i
wt+1,i = Pt+1
w nj=1j=1 tow
w
be a distribution:
t+1,j
8i = 1, . . . , n
8: end for n wt+1,i
j=1
w
t+1,j
9:
8: Return
end the
wt+1,i = j=1
for hypothesis
P nwt+1,i t+1,j 8i = 1, . . . , n
8:
9: end
wt+1,i = Pnj=1 t+1,j 8i = w 1, . . . , n
8:
9: end
!
9:
8:
9: Return
end
j=1 X
hypothesis
t+1,j
!
8:
9: end for H(x)
T
h
t t (x) !
!
8:
9: end
Return for H(x)
the = sign X
hypothesis XT
t=1 t h t (x) ! 51
T
iterations n , ⇥
AdaBoost
i , yi )}n)} ,, 1 ⇤
1: INPUT:
Initialize
thevector
n of X,
uniform
dataofX, y =
iterations {(x
weights
iT
y = {(xiT, yi )}i=1 i w
i=1
n =
1 , ⇥n
i=1 , . . . , 1
⇤
number iterations n
1:
2: Initialize
INPUT:
training
.
the . , Tnumber
number ofdata of
n uniform
of X, iterations
iterations {(xiT
wi=1
1 = ⇥ 1
, ⇥ n1 , . . . , n1 ⇤⇤ 1
1:
1: Initialize
INPUT:
vector
vector of n
ofdata
n uniform
X,
uniform y = weights
{(xiT, yi )}
weights w
w
n1 =
= , ⇥ n11 ,, .. .. .. ,, n11 ⇤
2:
3:
1:
2:
for t
Train=
Initialize
INPUT:
for t =
1,
1,
.
model.
the . ,
a. training
. vector
. ,
T
T
number
h on
t ofdata X,of
n uniform y
X,
iterations
with instance
y = weights
{(xiT , yi )}
i=1
weights
1
wi=1
n1 =, ⇥ nn1 , w . . t. , nn1will
⇤ be ≤ 1
2:
3:
1:
4:
2:
3:
for
for t
Train=
Initialize
Compute
t
Train= 1,
1, .
model
model
the
.
the
.
. ,
a. .vector
the
, T
T
number
number
h
This
hweighted onnX,
t of
on
iuniform
X,
s yytiterations
of
of
he
with same
iterations
training
with
instance
weights
error
T
instance
as: 1 =⇢
weights
wrate
weights
⇥ n1h, w
of ..., ⇤
t: t n
w t. , 1 t
tet n ⇤ if h (x ) = y
1: Initialize a. .vector t of n uniform weights w = ⇥ , . .
3:
4:
2:
3: Train
forCompute
t
Train= 1,model
model X. the
, T h
h
weightedon X, y with
training
t on X, y with instance weightsinstance
error weights
rate
1 of n
1 h w
w : 1 t i i
1:
4:
2:
4:
3:
Initialize
forCompute
t =
Compute
Train
✏=t =1, a. .vector
model X. the
,
theT hw
t of n uniform
weighted
weighted w
on X,t+1,i
training
training
y training
weights
=
with instance w
error
error t,irate ⇥
wrate
1 = ofnh, t. :. t. , n
rate
weightsof h w :

t: t t
4:
2:
3:
4:
forCompute
t
Train 1,
✏t =i:y
Compute
.
model.
i 6=
X
X
. the
,
the
T h
ht (xi ) w
t t,i
weighted
weighted
t on
t,i
X, y with
training
error
instance
error weights
rate
of
of
h
h
te
w
t: t
if ht (xi ) 6= yi
3: ✏✏t =
Train model X hw on X, y training with instance weights of hw
4: Compute hthe ) t,i
weighted error rate t: t will be ≥ 1
= t t,i
t i:yi 6= X t (xiw
4: ✏
Compute =
t i:yi 6=hthe w
t (xiweighted
) t,i ⇣ ⌘
training error rate of h t :
(xi2 ) ln
5: ✏t =i:y
Choose i 6=X
i:yi 6=tht=
ht (xi1w ) t,i ⇣ 1 ✏t ⌘
5: ✏t =i:yi 6=
Choose X = 1w t,i ⇣
ln 1 ✏t✏t ⌘
h (x ) ⇣ ⌘
6:
5:
5:
✏t =i:yiall
Update
Choose
Choose
t
=
6=tht (xi2)
=
i
t instance
1 EssenIally
2 ln
ln 1 t✏t ⌘
✏
✏t✏tt ⌘
this emphasizes misclassified instances.
6:
5: Update
Choose all t
i:yi 6=tht= instance
1
2) ln ⇣ 1 weights:
2
(xi1 ✏t
6:
5:
6: Update
Choose
Update all
all =instance
instance ln ⇣ 1 ✏weights:
t✏t ⌘
weights:
6: w
Update = t w
t,i1 exp ⇣ ( ✏ t✏tt yi ht (xi ))
1 weights: ⌘ 8i = 1, . . . , n
5:
6:
Choose
wt+1,i all
Update
=
=t winstance2 exp (1 ✏weights:
t,i1
ln t✏tt yi ht (xi )) 8i = 1, . . . , n
5: Choose
w t+1,i all = = ln
6: Update
w = w instance exp ( weights: y h (x )) 8i = 1, n
7:
6:
7:
Normalize
w
Update
t+1,i
t+1,i
Normalize
=
all ww
w
t,i
t+1
t,i
instance exp to
to
( be
weights:
be
t
t
a
a
y distribution:
i
i h t
t (x i
i ))
distribution:
8i = 1, . . . , n
7: w t+1,i
Normalize = ww
t+1 exp ( y
t,i to be ta idistribution: h (x
t i )) 8i = 1, . . . , n
t+1 w
7: w
h8i
t (x= 1, . .8i
i )) = 1, . . . , n
t+1,i
7: wt+1,i
t+1,i = w
Normalize P t,i
t+1
7: wwt+1,i
Normalize = wP t+1
t,ij=1 exp w(t+1,j
h8i
t (x=i )) 8i = 1, . . . , n
t+1,i = w nw
t+1 to
t+1,i
w to be 1, . . . , n
7: w t+1,i =
Normalize wP
P nwt+1,i wt+1,j 8i
w
w t+1,i =
= P
j=1
t+1
n t+1,i
w t+1,j
8i
8i =
= 1,
1, . . . , n
n
7:
8: Normalize
end for t+1,i w j=1
n
t+1 w tow
t+1,i be
wt+1,i = nj=1 P j=1
wt+1,iw t+1,j 8i = 1, . . . , n
8:
9: end
Return for the
P w t+1,j 8i = 1, . . . , n
8: end for nwt+1,i
8:
9: end
wt+1,i = Pnj=1 t+1,j 8i = w 1, . . . , n
8:
9: end
!
9:
8:
9: Return
end
j=1 X
hypothesis
t+1,j
!
8:
9: end for H(x)
Return the hypothesis = sign X T
T
h
t t (x) !
!
8:
9: end
Return for H(x)
the = sign X
hypothesis X T
t=1 t h t (x) ! 52
T
iterations n , ⇥
AdaBoost
i , yi )}n)} ,, 1 ⇤
1: INPUT:
Initialize
the vector
n of X,
uniform
dataofX, y =
iterations {(x
weights
iT
y = {(xiT, yi )}i=1 i w
i=1
n =
1 , ⇥n
i=1 , . . . , 1
⇤
number iterations n
1:
2: Initialize
INPUT:
training
.
the . , Tnumber
number ofdata of
n uniform
of X, iterations
iterations {(xiT
wi=1
1 = ⇥ 1
, ⇥ n1 , . . . , n1 ⇤⇤ 1
1:
1: Initialize
INPUT:
vector
vector of
of n
data
n uniform
X,
uniform y = weights
{(xiT, yi )}
weights w
w
n1 =
= , ⇥ n11 ,, .. .. .. ,, n11 ⇤
2:
3: for t
Train= 1, .
model.
the . , Tnumber
with instance i=1
weights
, ⇥ nn1 , w
vector t ofdata
2: INPUT:
for t = 1, .
n1 =
2:
3:
1:
4:
2: for t
Train=
Initialize
forCompute
t = 1,
1, .
model. .
a. .vector
. ,
the
, T
T hweighted
instance
error weights
wrate
1 = of ⇥ n1h, w ..., ⇤
t: t n
3:
1: Train
Initialize modelthe
a. .vector number
h t on
of n X,of y
uniform iterations
with weightsT
instance w weights
= ⇥ , w
. . t. , 1 ⇤
3:
4:
2:
3: Train
forCompute
t
Train= 1,model
model X. the
, T h
h on
weighted X, y with
training instance
rate
1 of n
1 wh w :
t t n
1:
4:
2: Initialize
Compute
forCompute
t = 1, a . . vector
. the
, T t of n
error w =
rate
1 of h, .
t .
: t. , 1
4:
3:
4: Train
on X, y training
2:
3: forCompute
t
Train 1, .
model. X. the
, T h weighted
on X, y training
with error
instance rate
weightsof h t
w
4: ✏t =i:y
Compute i 6= X the
ht (xi ) wweighted
3:
4: ✏✏t =
Train
= t t,i
4: ✏
Compute =
t i:yi 6=hthe w
t (xiweighted
) t,i ⇣ ⌘
5: ✏
Choose t =i:yi 6=
i:yi 6=tht=
X ht (xi1w ) t,i ⇣ 1 ✏t ⌘
(xi2) ln
5: ✏
) ln 1 ✏t✏t ⌘
6:
i:y
✏t =i:yiall
Update
6
=
i t t h ⇣
instance
2 t✏t ⌘
⌘
5:
5: Choose
Choose =
6=tht (xi2)1 ln 1 ✏
t = ln t
t✏t ⌘
5: Choose = 2 ln
i:yi 6=tht (xi1 2) Make wt+1 sum to 1
t
6:
5:
6: Update
Choose
Update all
all =instance
instanceln ⇣(1 ✏weights:
t✏t ⌘
weights:
6: w t+1,i
Update all = t w 2
t,i exp
instance ✏ t y i h t (x i )) 8i = 1, . . . , n
5: Choose
wt+1,i all =t w = 1
ln ⇣(1 ✏weights:
2 exp
1 t✏ t⌘
t✏tt yi ht (xi )) 8i = 1, . . . , n
6:
5: Update
Choose
w = instance
t,i1
=t,i2 exp weights:
ln ( ✏t t yi ht (xi )) 8i = 1, . . . , n
t+1,i all t w
6:
7: Update
w
Normalize
t+1,i = wwinstance
t,i exp to(( be weights:
tay h t (x i ))
idistribution: 8i = 1, .. .. .. ,, n
6: w
Update t+1,i =
all w t+1
t,i exp
instance t y
weights: i h t (x i )) 8i = 1, n
7: Normalize
w t+1,i = ww t+1
t,i exp to ( be ay distribution:
h (x ))
ta idistribution:
t i 8i = 1, . . . , n
7: w
h8i
t (x= 1, . .8i
i )) = 1, . . . , n
t+1,i
7: wt+1,i
t+1,i = w
Normalize P t,i
t+1
7: wwt+1,i
t,ij=1 w(t+1,j
h8i
t (x=i )) 8i = 1, . . . , n
t+1,i = w nw
t+1 to
t+1,i
w to be 1, . . . , n
7: w t+1,i =
Normalize wP
P nwt+1,i wt+1,j 8i
w
w t+1,i =
= P
j=1
t+1
n t+1,i
w t+1,j
8i
8i =
= 1,
1, . . . , n
n
7:
8: Normalize
end for t+1,i w w
j=1
n
t+1 tow
t+1,i be
wt+1,i = nj=1 P j=1
wt+1,iw t+1,j 8i = 1, . . . , n
8:
9: end
Return for the
P w t+1,j 8i = 1, . . . , n
8: end for nwt+1,i
8:
9: end
wt+1,i = Pnj=1 t+1,j 8i = w 1, . . . , n
8:
9: end
!
9:
8:
9: Return
end
j=1 X
hypothesis
t+1,j
!
8:
9: end for H(x)
T
h
t t (x) !
!
8:
9: end
Return for H(x)
the = sign X
hypothesis XT
t=1 t h t (x) ! 53
T
iterations n , ⇥
AdaBoost
i , yi )}n)} ,, 1 ⇤
1: INPUT:
Initialize
the vector
n of X,
uniform
dataofX, y =
iterations {(x
weights
iT
y = {(xiT, yi )}i=1 i w
i=1
n =
1 , ⇥n
i=1 , . . . , 1
⇤
number iterations n
1:
2: Initialize
INPUT:
training
.
the . , Tnumber
number ofdata of
n uniform
of X, iterations
iterations {(xiT
wi=1
1 = ⇥ 1
, ⇥ n1 , . . . , n1 ⇤⇤ 1
1:
1: Initialize
INPUT:
vector
vector of
of n
data
n uniform
X,
uniform y = weights
{(xiT, yi )}
weights w
w
n1 =
= , ⇥ n11 ,, .. .. .. ,, n11 ⇤
2:
3: for t
Train= 1, .
model.
the . , Tnumber
with instance i=1
weights
, ⇥ nn1 , w
vector t ofdata
2: INPUT:
for t = 1, .
n1 =
2:
3:
1:
4:
2: for t
Train=
Initialize
forCompute
t = 1,
1, .
model. .
a. .vector
. ,
the
, T
T hweighted
instance
error weights
wrate
1 = of ⇥ n1h, w ..., ⇤
t: t n
3:
1: Train
Initialize modelthe
a. .vector number
h t on
of n X,of y
uniform iterations
with weightsT
instance w weights
= ⇥ , w
. . t. , 1 ⇤
3:
4:
2:
3: Train
forCompute
t
Train= 1,model
model X. the
, T h
h on
weighted X, y with
training instance
rate
1 of n h
1 w w :
t t n
1:
4:
2: Initialize
Compute
forCompute
t = 1, a . . vector
. the
, T t of n
error w =
rate
1 of ,
h .
t .
: t. , 1
4:
3:
4: Train
on X, y training
2:
3: forCompute
t
Train 1, .
model. X. the
, T h weighted
on X, y training
with error
instance rate
weightsof h t
w
4: ✏t =i:y
Compute i 6= X the
ht (xi ) wweighted
3:
4: ✏✏t =
Train
= t t,i
4: ✏
Compute =
t i:yi 6=hthe w
t (xiweighted
) t,i ⇣ ⌘
5: ✏
Choose t =i:yi 6=
i:yi 6=tht=
X ht (xi1w ) t,i ⇣ 1 ✏t ⌘
(xi2) ln
5: ✏
) ln 1 ✏t✏t ⌘
6:
i:y
✏t =i:yiall
Update
6
=
i t t h ⇣
instance
2 t✏t ⌘
⌘
5:
5: Choose
Choose =
6=tht (xi2)1 ln 1 ✏
t = ln t
t✏t ⌘
5:
6: Choose
all = 2
2)
instanceln t
5:
6: Choose
Update
w all
= w=instanceln
t✏t ⌘
weights: 8i = 1, . . . , n
t✏tt yi ht (xi ))
t
t,i1 ✏
6:
5: Update
6: wt+1,i all
t,i1 t✏tt yi ht (xi )) 8i = 1, . . . , n
5: Choose
w t+1,i all = = ln
6:
7:
6:
7:
Update
w
Normalize
w
Update
t+1,i
t+1,i
Normalize
=
=
all
w
ww
w
instance
t,i
t+1
t,i
exp
exp
instance
to
to
(
( be
be
weights:
t
t
ay
y
weights:
a i
h
h t
(x
(x i
))
distribution:
i t i ))
distribution:
8i
8i =
= 1,
1, . Member
. . , n
n classifiers with less
w = w t+1 exp ( y h (x )) 8i = 1, . . . , n
= 1, . .error
. , n are given more weight in
7: t+1,i
Normalize w t,i to be ta idistribution:
t i
7: w
Normalize =w w t+1 w
exp to
t+1,i( be tayidistribution:
h8i
t (x=i )) 8i
7: wt+1,i
t+1,i = w
Normalize P t,i
t+1
n w to be a 1,
distribution: . . . , n
w = wP t+1 exp w(t+1,j tayidistribution:
h8i
t (x=i )) 8i = 1, . . . , n
7: wt+1,i
Normalize
w
t+1,i = w
= P
t,ij=1
nw
t+1 w
t+1,i
to
t+1,i
w
t+1,i
be
8i =
1,
1,
.
.
.
.
.
.
,
,
n
n
the final ensemble hypothesis
7: Normalize
w t+1,i
t+1,i =
wP n
j=1
t+1 to
wt+1,iw be a distribution:
t+1,j 8i = 1, .. .. .. ,, n
7:
8: end forw
Normalize
t+1,i = wP n
w
j=1
n tow
t+1,i
t+1,j
be a 8i = 1,
distribution: n
Final predicIon is a weighted
t+1
wt+1,i = Pj=1 n w
j=1 wt+1,j
t+1,j 8i = 1, . . . , n
8:
9: end
Return for
w the = hypothesis
P t+1,i
w t+1,j 8i = 1, . . . , n
8: end for t+1,i nwt+1,i
j=1
8:
9:
8:
9:
end
Return
end
Return
for
w
for the
t+1,i
the
= j=1 wt+1,j
hypothesis
P n
hypothesis
8i = ! 1, . . . , n combinaIon of each
w
member’s predicIon
9:
8: Return
end for the hypothesis
j=1 X Tt+1,j
9: Return the hypothesis !
8:
9: end for H(x)
T t h t (x) !
!
8:
9: end
Return for H(x)
the = sign X
hypothesis XT
t=1
T t h t (x) ! 54
Dynamic Behavior of AdaBoost
•  If a point is repeatedly misclassified...
–  Each Ime, its weight is increased
–  Eventually it will be emphasized enough to
generate a hypothesis that correctly predicts it
•  Successive member hypotheses focus on the

hardest parts of the instance space
–  Instances with highest weight are owen outliers
55
AdaBoost and Overfijng
•  VC Theory originally predicted that AdaBoost would
always overfit as T grew large
–  Hypothesis keeps growing more complex
•  In pracIce, AdaBoost owen did not overfit,

contradicIng VC theory
•  Also, AdaBoost does not explicitly regularize the model
56
Explaining Why AdaBoost Works
AdaBoost on OCR data with
Test C4.5 as the base learner
Train
•  Empirically, boosIng resists overfijng

•  Note that it conInues to drive down the test error
even AFTER the training error reaches zero
[Figure from Schapire: “Explaining AdaBoost”] 57

Explaining Why AdaBoost Works
T = 5
AdaBoost on OCR data with T = 100
Test C4.5 as the base learner T = 1000
Train
•  The “margins explanaIon” shows that boosIng tries

to increase the confidence in its predicIons over Ime
–  Improves generalizaIon performance
–  EffecIvely, boosIng maximizes the margin!
[Figures from Schapire: “Explaining AdaBoost”] 58

AdaBoost in PracIce
Strengths:
•  Fast and simple to program
•  No parameters to tune (besides T)
•  No assumpIons on weak learner
When boosIng can fail:

•  Given insufficient data
•  Overly complex weak hypotheses
•  Can be suscepIble to noise
•  When there are a large number of outliers
59
Boosted Decision Trees
Error Rates on 27
•  Boosted decision trees are one of Benchmark Data Sets
the best “off-‐the-‐shelf” classifiers
–  i.e., no parameter tuning
•  Limit member hypothesis

complexity by limiIng tree depth
•  Gradient boosIng methods are
typically used with trees in
pracIce
“AdaBoost with trees is the best off-‐the-‐shelf classifier in the world” -‐Breiman, 1996
(Also, see results by Caruana & Niculescu-‐Mizil, ICML 2006)
[Figure from Freud and Schapire: “A Short IntroducIon to BoosIng”] 60

08 EnsembleMethods

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08 EnsembleMethods

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Ensemble

Idea: construct a classiﬁer H(x) that combines the

Successful ensembles require diversity

[Based on slide by Léon BoFou] 4

This applicaIon is called “collaboraIve ﬁltering”

Winner: BellKor’s PragmaIc Chaos – an ensemble of

• Final hypothesis is a simple vote of the members

• Coeﬃcients of individual members are trained using

Cause of the Mistake Diversiﬁca@on Strategy

[Based on slide by Léon BoFou] 10

Boos@ng: (in just a minute...)

[Based on slide by Léon BoFou] 12

• A meta-­‐learning algorithm with great theoreIcal and

• Turns a base learner (i.e., a “weak hypothesis”) into a

• Creates an ensemble of weak hypotheses by

• For algorithms that don’t directly support instance

• Successive member hypotheses focus on the

• In pracIce, AdaBoost owen did not overﬁt,

• Also, AdaBoost does not explicitly regularize the model

• Empirically, boosIng resists overﬁjng

[Figure from Schapire: “Explaining AdaBoost”] 57

• The “margins explanaIon” shows that boosIng tries

[Figures from Schapire: “Explaining AdaBoost”] 58

When boosIng can fail:

• Limit member hypothesis

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•  Final hypothesis is a simple vote of the members

•  Coeﬃcients of individual members are trained using

•  A meta-‐learning algorithm with great theoreIcal and

•  Turns a base learner (i.e., a “weak hypothesis”) into a

•  Creates an ensemble of weak hypotheses by

•  For algorithms that don’t directly support instance

•  Successive member hypotheses focus on the

•  In pracIce, AdaBoost owen did not overﬁt,

•  Also, AdaBoost does not explicitly regularize the model

•  Empirically, boosIng resists overﬁjng

•  The “margins explanaIon” shows that boosIng tries

•  Limit member hypothesis