In this exercise we will implement Adaboost. Recall that Adaboost aims at minimizing the exponential loss:

min

w

X

i

exp

$$

$$yi

X

j

wjhj $($xi$)$

$$

$,(1)$

where hj are the so$-$called weak learners, and the combined classifier

hw$($x$)$ :$=$ X

j

wjhj $($x$).(2)$

Note that we assume yi in $\{\backslash$pm $1\}$ in this exercise, and we simply take hj $($x$)=$ sign$(\backslash$pm xj $+$bj $)$ for some bj in R$.$ Upon

defining Mij $=$ yihj $($xi$),$ we may simplify our problem further as:

min

w in Rd

$1$

$$ exp$($Mw$),(3)$

where exp is applied component$-$wise and $1$ is the vector of all $1$s$.$

Recall that $($s$)+=$ max$\{$s$,0\}$ is the positive part while $($s$)=$ max$\{$s$,0\}=|$s$|$ s$+.$

Algorithm $1$: Adaboost.

Input: M in Rn$\backslash$times d

$,$ w$0=0$d$,$ p$0=1$n$,$ max pass $=300$

Output: w

$1$ for t $=0,1,2,...,$ max pass do

$2$ pt $$ pt$/(1$

$$pt$)//$ normalize

$3$t $($M$)$

$$

$$pt $//()$ applied component$-$wise

$4\backslash$gamma t $($M$)$

$$

$+$pt $//()+$ applied component$-$wise

$5\backslash$beta t $1$

$2$

$($ln $\backslash$gamma t $$ ln $$t$)//$ ln applied component$-$wise

$6$ choose $\backslash$alpha t in Rd $//$ decided later

$7$ wt$+1$ wt $+\backslash$alpha t $\backslash$geocircle $\backslash$beta t $//\backslash$geocircle component$-$wise multiplication

$8$ pt$+1$ pt $\backslash$geocircle exp$($M$(\backslash$alpha t $\backslash$geocircle $\backslash$beta t$))//$ exp applied component$-$wise

$1.(2$ pts$)$ We claim that Algorithm $1$ is indeed the celebrated Adaboost algorithm if the following holds:

$\backslash$alpha t is one$-$hot $($i$.$e$.,1$ at some entry and $0$ everywhere else$),$ namely, it indicates which weak classifier is

chosen at iteration t$.$

$$ M in $\{\backslash$pm $1\}$

n$\backslash$times d

$,$ i$.$e$.,$ if all weak classifiers are $\{\backslash$pm $1\}-$valued.

With the above conditions, prove that $($a$)\backslash$gamma t $=1$t$,$ and $($b$)$ the equivalence between Algorithm $1$ and the

Adaboost algorithm in class. $[$Note that our labels here are $\{\backslash$pm $1\}$ and our w may have nothing to do with

the one in class.$]$

$2.(2$ pts$)$ Let us derive each week learner hj $.$ Consider each feature in turn, we train d linear classifiers that

each aims to minimize the weighted training error:

min

bj in R$,$sj in $\{\backslash$pm $1\}$

Xn

i$=1$

pi

$[[$yi$($sjxij $+$ bj

where the weights pi $>=0$ and P

i

pi $=1.$ Find $($with justification$)$ an optimal value for each bj and sj $.[$If

multiple solutions exist, you can use the middle value.$]$ If it helps, you may assume pi

is uniform, i$.$e$.,$ pi $$

$1$

n

$3.(2$ pts$)[$Parallel Adaboost.$]$ Implement Algorithm $1$ with the following choices:

$\backslash$alpha t $1$

$$ pre$-$process M by dividing a constant so that for all i $($row$),$ P

j

$|$Run your implementation on the default dataset $($available on course website$),$ and report the training loss

in $(3),$ training error, and test error w$.$r$.$t$.$ the iteration t$,$ where

error$($w; D$)$ :$=1$

$|$D$|$

X

$($x$,$y$)$ in D

$[[$yhw$($x

$[$Recall that hw$($x$)$ is defined in $(2)$ while each hj is decided in Ex $2\mathrm{.}2.$ In case you fail to determine hj $,$

in Ex $2\mathrm{.}3$ and Ex $2\mathrm{.}4$ you may simply use hj $($x$)=$ sign$($xj $$ mj $)$ where mj is the median value of the j$-$th

feature in the training set.$]$

$[$Note that wt is dense $($i$.$e$.,$ using all weak classifiers$)$ even after a single iteration.$]$

Ans: We report all $3$ curves in one figure, with clear coloring and legend to indicate which curve is which.

$4.(2$ pts$)[$Sequential Adaboost.$]$ Implement Algorithm $1$ with the following choice:

$$ jt $=$ argmaxj

$|$

$$t$,$j $$

$\backslash$gamma t$,$j $|$ and $\backslash$alpha t has $1$ on the jt$-$th entry and $0$ everywhere else.

$$ pre$-$process M by dividing a constant so that for all i and j$,|$Mij

Run your implementation on the default dataset $($available on course website$),$ and report the training loss

in $(3),$ training error, and test error in $(5)$ w$.$r$.$t$.$ the iteration t$.$

$[$Note that wt has at most t nonzeros $($i$.$e$.,$ weak classifiers$)$ after t iterations.$]$

Ans: We report all $3$ curves in one figure, with clear coloring and legend to indicate which curve is which.

B