The AdaBoost algorithm has the superiority of resisting overfitting. Understanding the mysteries of this phenomena is a very fascinating fundamental theoretical problem. Many studies are devoted to explaining it from statistical view and margin theory. In this paper, we illustrate it from feature learning viewpoint, and propose the AdaBoost+SVM algorithm, which can explain the resistant to overfitting of AdaBoost directly and easily to understand. Firstly, we adopt the AdaBoost algorithm to learn the base classifiers. Then, instead of directly weighted combination the base classifiers, we regard them as features and input them to SVM classifier. With this, the new coefficient and bias can be obtained, which can be used to construct the final classifier. We explain the rationality of this and illustrate the theorem that when the dimension of these features increases, the performance of SVM would not be worse, which can explain the resistant to overfitting of AdaBoost.
Later, Breiman @cite_7 proved a generalization bound, which is tighter than Eq.) and designed the arc-gv algorithm which directly maximizes the minimum margin. According to margin theory, arc-gv should perform better than AdaBoost. However, the experiments results show that arc-gv does produce uniformly larger minimum margin but the test error increases. Thus Breiman concluded that the margin theory was in serious doubt.
@cite_7
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The theory behind the success of adaptive reweighting and combining algorithms (arcing) such as Adaboost (Freund & Schapire, 1996a, 1997) and others in reducing generalization error has not been well understood. By formulating prediction as a game where one player makes a selection from instances in the training set and the other a convex linear combination of predictors from a finite set, existing arcing algorithms are shown to be algorithms for finding good game strategies. The minimax theorem is an essential ingredient of the convergence proofs. An arcing algorithm is described that converges to the optimal strategy. A bound on the generalization error for the combined predictors in terms of their maximum error is proven that is sharper than bounds to date. Schapire, Freund, Bartlett, and Lee (1997) offered an explanation of why Adaboost works in terms of its ability to produce generally high margins. The empirical comparison of Adaboost to the optimal arcing algorithm shows that their explanation is n... We study boosting algorithms from a new perspective. We show that the Lagrange dual problems of l1-norm-regularized AdaBoost, LogitBoost, and soft-margin LPBoost with generalized hinge loss are all entropy maximization problems. By looking at the dual problems of these boosting algorithms, we show that the success of boosting algorithms can be understood in terms of maintaining a better margin distribution by maximizing margins and at the same time controlling the margin variance. We also theoretically prove that approximately, l1-norm-regularized AdaBoost maximizes the average margin, instead of the minimum margin. The duality formulation also enables us to develop column-generation-based optimization algorithms, which are totally corrective. We show that they exhibit almost identical classification results to that of standard stagewise additive boosting algorithms but with much faster convergence rates. Therefore, fewer weak classifiers are needed to build the ensemble using our proposed optimization technique. We describe a simple algorithm that runs in time poly(n, 1 γ, 1 e) and learns an unknown n-dimensional γ-margin halfspace to accuracy 1 – e in the presence of malicious noise, when the noise rate is allowed to be as high as Θ(eγ√log(1 γ)). Previous efficient algorithms could only learn to accuracy e in the presence of malicious noise of rate at most Θ(eγ). Our algorithm does not work by optimizing a convex loss function. We show that no algorithm for learning γ-margin halfspaces that minimizes a convex proxy for misclassification error can tolerate malicious noise at a rate greater than Θ(eγ); this may partially explain why previous algorithms could not achieve the higher noise tolerance of our new algorithm. Promising approaches to structured learning problems have recently been developed in the maximum margin framework. Unfortunately, algorithms that are computationally and memory efficient enough to solve large scale problems have lagged behind. We propose using simple subgradient-based techniques for optimizing a regularized risk formulation of these problems in both online and batch settings, and analyze the theoretical convergence, generalization, and robustness properties of the resulting techniques. These algorithms are are simple, memory efficient, fast to converge, and have small regret in the online setting. We also investigate a novel convex regression formulation of structured learning. Finally, we demonstrate the benefits of the subgradient approach on three structured prediction problems.