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arXiv 0901.3590cs.LGcs.CV

关于提升算法对偶形式的研究

On the Dual Formulation of Boosting Algorithms

NICTA (National ICT Australia)(澳大利亚国家信息与通信技术研究院);Australian National University(澳大利亚国立大学)

Chunhua Shen, Hanxi Li

AI总结:

本文从对偶视角揭示 AdaBoost、LogitBoost 和软间隔 LPBoost 的拉格朗日对偶均为熵最大化问题,说明提升算法通过最大化平均间隔并控制间隔方差获得成功,并提出基于列生成的完全校正优化算法,在保持分类精度的同时显著加快收敛速度、减少所需弱分类器数量。

摘要:

我们从一种新的视角研究提升(boosting)算法。我们证明,带有广义合页损失的 AdaBoost、LogitBoost 和软间隔 LPBoost 的拉格朗日对偶问题都是熵最大化问题。通过考察这些提升算法的对偶问题,我们表明,提升算法的成功可以从以下角度理解:在最大化间隔的同时控制间隔方差,从而维持更好的间隔分布。我们还从理论上证明,AdaBoost 近似最大化的是平均间隔,而不是最小间隔。该对偶形式还使我们能够开发基于列生成的优化算法,这些算法是完全校正的。我们证明,它们与标准的逐阶段加性提升算法具有几乎相同的分类结果,但收敛速度更快。因此,使用我们提出的优化技术构建集成所需的弱分类器更少。

英文摘要:

We study boosting algorithms from a new perspective. We show that the Lagrange dual problems of 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, 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 stage-wise additive boosting algorithms but with much faster convergence rates. Therefore fewer weak classifiers are needed to build the ensemble using our proposed optimization technique.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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