A new perspective on boosting in linear regression via subgradient optimization and relatives (Q682283)
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English | A new perspective on boosting in linear regression via subgradient optimization and relatives |
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A new perspective on boosting in linear regression via subgradient optimization and relatives (English)
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14 February 2018
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Boosting methods in statistical estimation, as e.g. in linear regression and classification, being linear combinations of simple estimators, or stage-wise procedures, have been interpreted by gradient-descent-type algorithms in some function spaces. Here, representations of boosting methods are given by means of subgradient descent procedures minimizing a certain maximum absolute correlation function. Moreover, some modifications of boosting methods and their convergence properties are provided. Numerical examples are given.
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linear regression
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boosting
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convex prigramming
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