Ensemble Learning: Difference between revisions
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==Boosting== | ==Boosting== | ||
Reference [https://cs.nyu.edu/~mohri/mlbook/ Foundations of Machine Learning Chapter 6]<br> | |||
Idea: Build a strong learner from a set of weak learners. | |||
===Adaboost=== | |||
Learn a linear combination of our weak learners. | |||
<pre> | |||
Given a sample of size m | |||
for i=1:m | |||
d_i=1/m | |||
for t=1:T | |||
h_t <- classifier | |||
alpha_t <- (1/2)log((1-eps_t)/eps_t) | |||
z_t <- e[eps_t(1-eps_t)]^(1/2) | |||
for i=1:m | |||
D_{t+1} <- (D_t(i)exp(-alpha_t*y_i*h_t(x_i))/z_t | |||
g <- sum alpha_t h_t | |||
</pre> | |||
==Bagging== | ==Bagging== | ||
[https://link.springer.com/article/10.1023/A:1018054314350 Bagging Predictors]<br> | |||
Bootstrap aggregation<br> | |||
Idea: Given a sample S, bootstrap from the sample to get m samples S_1,...,S_m.<br> | |||
Then build m classifers from those samples<br> | |||
Your new classifier is a linear combination of those classifiers<br> | |||
==References== | |||
* [https://link.springer.com/article/10.1023/A:1007607513941 An Experimental Comparison of Three Methods for Constructing Ensembles of Decision Trees: Bagging, Boosting, and Randomization] |
Latest revision as of 15:42, 9 December 2019
Boosting
Reference Foundations of Machine Learning Chapter 6
Idea: Build a strong learner from a set of weak learners.
Adaboost
Learn a linear combination of our weak learners.
Given a sample of size m for i=1:m d_i=1/m for t=1:T h_t <- classifier alpha_t <- (1/2)log((1-eps_t)/eps_t) z_t <- e[eps_t(1-eps_t)]^(1/2) for i=1:m D_{t+1} <- (D_t(i)exp(-alpha_t*y_i*h_t(x_i))/z_t g <- sum alpha_t h_t
Bagging
Bagging Predictors
Bootstrap aggregation
Idea: Given a sample S, bootstrap from the sample to get m samples S_1,...,S_m.
Then build m classifers from those samples
Your new classifier is a linear combination of those classifiers