Quadratic Majorization for Nonconvex Loss with Applications to the Boosting Algorithm

DOI10.1080/10618600.2018.1424635MaRDI QIDQ82722zbMATH OpenOpenAlexFDO

Authors Zhu Wang, Zhu Wang

Publication date 6 June 2018

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2018.1424635

zbMATH Keywords

robustboostingmachine learningnonconvexquadratic majorization

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Quadratic boosting
• Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
• A quasi-Newton approach to nonsmooth convex optimization problems in machine learning
• A primal-dual convergence analysis of boosting
• Non-convex optimization via strongly convex majorization-minimization
• Quadratic Convergence of Smoothing Newton's Method for 0/1 Loss Optimization
• A linear mini-max estimator for the case of a quartic loss function
• scientific article; zbMATH DE number 6873727

Cites work

• scientific article; zbMATH DE number 3950216 (Why is no real title available?)
• scientific article; zbMATH DE number 4041643 (Why is no real title available?)
• scientific article; zbMATH DE number 757676 (Why is no real title available?)
• A note on margin-based loss functions in classification
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• An adaptive version of the boost by majority algorithm
• Boosting algorithms: regularization, prediction and model fitting
• Correntropy: Properties and Applications in Non-Gaussian Signal Processing
• Greedy function approximation: A gradient boosting machine.
• Monotonicity of quadratic-approximation algorithms
• Multicategory Support Vector Machines
• On the optimization properties of the correntropic loss function in data analysis
• Robust Truncated Hinge Loss Support Vector Machines
• Robust penalized logistic regression with truncated loss functions
• Sharp quadratic majorization in one dimension
• The Adaptive Lasso and Its Oracle Properties
• The C-loss function for pattern classification
• Variable Selection for Support Vector Machines in Moderately High Dimensions

Cited in

(2)

• MM for penalized estimation
• Quadratic boosting

Describes a project that uses

Uses Software

• glmnet

This page was built for publication: Quadratic Majorization for Nonconvex Loss with Applications to the Boosting Algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q82722)