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On-line learning and Boosting

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1 On-line learning and Boosting
Overview of “A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting,” by Freund and Schapire (1997). Tim Miller University of Minnesota Department of Computer Science and Engineering

2 Hedge - Motivation Generalization of Weighted Majority Algorithm
Given a set of expert predictions, minimize mistakes over time Slight emphasis in motivation on possibility of treating wt as a prior.

3 Hedge Algorithm Parameters , w, T For 1..T
Choose allocation p (probability distribution formed from weights) Receive loss vector l Suffer loss p  l Set new weight vector to w  l

4 Hedge Analysis Does not perform “too much worse” than best strategy:
LHedge()  ( - ln (w1) – Li ln  ) · Z Z = 1 / (1 - ) Is it possible to do better?

5 Boosting If we have n classifiers, possibly looking at the problem from different perspectives, how can we optimally combine them Example: We have a collection of “rules of thumb” for predicting horse races, how to weight them

6 Definitions Given labeled data < x, c(x) >, where c is the target concept, c: X  {0, 1}. c  C, the concept class Strong PAC-learning algorithm: For parameters ,, hypothesis has error less than  with probability (1-) Weak algorithm:   (0.5 - ),  > 0

7 AdaBoost Algorithm Input: Sequence of N labeled examples
Distribution D over the N examples Weak learning algorithm (called WeakLearn) Number of iterations T

8 AdaBoost contd. Initialize: w1 = D For t =1..T
Form probability distribution p from w Call WeakLearn with distribution p Calculate error t = i=1..N pi | ht(xi) – yi | Set t = t / (1 - t) Multiplicatively adjust weights (w)by t 1-|ht(xi)–yi|

9 AdaBoost Output Output (+1) if:
t=1..T (log 1/t) ht(x)  ½ t=1..T log 1/t 0 otherwise Computes a weighted average

10 AdaBoost Analysis Note of “dual” relationship with Hedge
Strategies  Examples Trials  Weak hypotheses Hedge increases weight for successful strategies, AdaBoost increases weight for difficult examples AdaBoost has dynamic 

11 AdaBoost Bounds   2T t=1..T sqrt(t(1 - t))
Previous bounds depended on maximum error of weakest hypothesis (weak link syndrome) AdaBoost takes advantage of gains from best hypotheses

12 Multi-class Setting k > 2 output labels, i.e. Y = {1, 2, …, k}
Error: Probability of incorrect prediction Two algorithms: AdaBoost.M1 – More direct AdaBoost.M2 – Somewhat complex constraints on weak learners Could also just divide into “one vs. one” or “one vs. all” categories

13 AdaBoost.M1 Requires each classifier to have error less than 50% (stronger requirement than binary case) Similar to regular AdaBoost algorithm except: Error is 1 if ht(xi)  yi Can’t use algorithms with error > 0.5 Algorithm outputs vector of length k with values between 0 & 1

14 AdaBoost.M1 Analysis   2T t=1..T sqrt(t(1 - t))
Same as bounds for regular AdaBoost Proof converts multi-class problem to a binary setup Can we improve this algorithm?

15 AdaBoost.M2 More expressive, more complex constraints on weak hypotheses Defines idea of “Pseudo-Loss” Pseudo-loss of each weak hypothesis must be better than chance Benefit: Allows contributions from hypotheses with accuracy < 0.5

16 Pseudo-loss Replaces straightforward loss of AdaBoost.M1 plossq(h,i) =
0.5 ( 1 – h(xi,yi) + yyi q(i,y) h(xi,y) Intuition: For each incorrect label, pit it against known label in binary classification (second term), then take a weighted average. Makes use of information in entire hypothesis vector, not just prediction

17 AdaBoost.M2 Details Extra init: wti,y = D(i) / (k-1)
For each iteration t = 1 to T Wti = yyi wti,y qt(i,y) = wti,y / Wti Dt(i) = Wti / i=1..N Wti WeakLearn gets D as well as q Calculate t as shown above t = t / (1 - t) wti,y· t (0.5)(1 + ht(xi,yi) – ht(xi,y))

18 Error Bounds   (k – 1) 2Tt=1..T sqrt(t(1 - t))
Where  is traditional error and the t are pseudo-losses

19 Regression Setting Instead of picking from a discrete set of output labels, choose a continuous value More formally Y = [0, 1] Minimize the mean squared error: E[(h(x) – y)2] Reduce to binary classification and use AdaBoost!

20 How it works (roughly) For each example in training set, create continuum of associated instances xtilde(xi, y) where y [0, 1]. Label is 1 if y  yi Mapping to an infinite training set – need to convert discrete distributions to density functions

21 AdaBoost.R Bounds   2T t=1..T sqrt(t (1 - t))

22 Conclusions Starting from a on-line learning perspective, it is possible to generalize to boosting Boosting can take weak learners and convert them to strong learners This paper presented several algorithms to do boosting, with proofs of error bounds

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