Boosting Methods for Regression

被引:18
作者
Nigel Duffy
David Helmbold
机构
[1] University of California,Computer Science Department
[2] Santa Cruz,undefined
来源
Machine Learning | 2002年 / 47卷
关键词
learning; boosting; arcing; ensemble methods; regression; gradient descent;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper we examine ensemble methods for regression that leverage or “boost” base regressors by iteratively calling them on modified samples. The most successful leveraging algorithm for classification is AdaBoost, an algorithm that requires only modest assumptions on the base learning method for its strong theoretical guarantees. We present several gradient descent leveraging algorithms for regression and prove AdaBoost-style bounds on their sample errors using intuitive assumptions on the base learners. We bound the complexity of the regression functions produced in order to derive PAC-style bounds on their generalization errors. Experiments validate our theoretical results.
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页码:153 / 200
页数:47
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