P. M. Long and R. A. Servedio.
Adaptive martingale boosting.
NIPS'08.
Abstract
In recent work Long
and Servedio presented a ``martingale boosting'' algorithm that works
by constructing a branching program over weak classifiers and has a
simple analysis based on elementary properties of random walks. They
showed that this martingale booster can tolerate random classification
noise when it is run with a noise-tolerant weak learner; however, a
drawback of the algorithm is that it is not adaptive, i.e. it cannot
effectively take advantage of variation in the quality of the weak
classifiers it receives.
We present an adaptive variant of the martingale boosting algorithm.
This adaptiveness is achieved by modifying the original algorithm so
that the random walks that arise in its analysis have different step
size depending on the quality of the weak learner at each stage. The
new algorithm inherits the desirable properties of the original
martingale boosting algorithm, such as random classification noise
tolerance, and has other advantages besides adaptiveness: it
requires polynomially fewer calls to the weak learner than the
original algorithm, and it can be used with confidence-rated weak
hypotheses that output real values rather than Boolean predictions.