7.7 Noise-tolerant AdaBoost. AdaBoost may be signi cantly over tting in the presence of noise, in part

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7.7 Noise-tolerant AdaBoost. AdaBoost may be signi cantly over tting in the presence of noise, in part due to the high penalization of misclassi ed examples. To reduce this e ect, one could use instead the following objective function:

F =

Xm i=1 G(????yif(xi)); (7.32)

where G is the function de ned on R by G(x) =

(

ex if x  0 x + 1 otherwise:

(7.33)

(a) Show that the function G is convex and di erentiable.

(b) Use F and greedy coordinate descent to derive an algorithm similar to AdaBoost.

(c) Compare the reduction of the empirical error rate of this algorithm with that of AdaBoost.

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Foundations Of Machine Learning

ISBN: 9780262351362

2nd Edition

Authors: Mehryar Mohri, Afshin Rostamizadeh

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