7.2 Alternative objective functions. This problem studies boosting-type algorithms de ned with objective functions di erent from

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7.2 Alternative objective functions. This problem studies boosting-type algorithms de ned with objective functions di erent from that of AdaBoost. We assume that the training data are given as m labeled examples (x1; y1); : : : ; (xm; ym) 2 X  f????1; +1g. We further assume that  is a strictly increasing convex and di erentiable function over R such that: 8x  0; (x)  1 and 8x < 0; (x) > 0.

(a) Consider the loss function L( ) =

Pm i=1 (????yif(xi)) where f is a linear combination of base classi ers, i.e., f =

PT t=1 tht (as in AdaBoost). Derive a new boosting algorithm using the objective function L. In particular, characterize the best base classi er hu to select at each round of boosting if we use coordinate descent.

(b) Consider the following functions: (1) zero-one loss 1(????u) = 1u0; (2) least squared loss 2(????u) = (1 ???? u)2; (3) SVM loss 3(????u) = maxf0; 1 ???? ug;

and (4) logistic loss 4(????u) = log(1 + e????u). Which functions satisfy the assumptions on  stated earlier in this problem?

(c) For each loss function satisfying these assumptions, derive the corresponding boosting algorithm. How do the algorithm(s) di er from AdaBoost?

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Foundations Of Machine Learning

ISBN: 9780262351362

2nd Edition

Authors: Mehryar Mohri, Afshin Rostamizadeh

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