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Machine Learning by Sergios Theodoridis

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7.10 The Boosting Approach

The origins of the boosting method for designing learning machines is traced back to the work of Valiant and Kearns [30, 54], who posed the question of whether a weak learning algorithm, meaning one that does slightly better than random guessing, can be boosted into a strong one with a good performance index. At the heart of such techniques lies the base learner, which is a weak one. Boosting consists of an iterative scheme, where at each step the base learner is optimally computed using a different training set; the set at the current iteration is generated either according to an iteratively obtained data distribution or, usually, via a weighting of the training samples, each time using a different set of weights. ...

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