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A Brief Introduction

to Adaboost
Hongbo Deng
6 Feb, 2007

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Some of the slides are borrowed from Derek Hoiem & Jan Sochman.
Outline
Background

Adaboost Algorithm

Theory/Interpretations

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Whats So Good About Adaboost
Can be used with many different classifiers

Improves classification accuracy

Commonly used in many areas

Simple to implement

Not prone to overfitting

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Resampling for
A Brief History estimating statistic

Bootstrapping

Bagging Resampling for


classifier
Boosting (Schapire 1989) design

Adaboost (Schapire 1995)

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Bootstrap Estimation
Repeatedly draw n samples from D
For each set of samples, estimate a
statistic
The bootstrap estimate is the mean of the
individual estimates
Used to estimate a statistic (parameter)
and its variance

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Bagging - Aggregate Bootstrapping

For i = 1 .. M
Draw n*<n samples from D with replacement
Learn classifier Ci

Final classifier is a vote of C1 .. CM


Increases classifier stability/reduces
variance D2
D1

D3 D
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Boosting (Schapire 1989)
Consider creating three component classifiers for a two-category problem
through boosting.
Randomly select n1 < n samples from D without replacement to obtain D1
Train weak learner C1

Select n2 < n samples from D with half of the samples misclassified by C1 to


obtain D2
Train weak learner C2

Select all remaining samples from D that C1 and C2 disagree on


Train weak learner C3
D
Final classifier is vote of weak learners D3
D1

D2 -
++ -

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Adaboost - Adaptive Boosting
Instead of resampling, uses training set re-weighting
Each training sample uses a weight to determine the probability
of being selected for a training set.

AdaBoost is an algorithm for constructing a strong


classifier as linear combination of simple weak
classifier

Final classification based on weighted vote of weak


classifiers

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Adaboost Terminology
ht(x) weak or basis classifier (Classifier =
Learner = Hypothesis)
strong or final classifier

Weak Classifier: < 50% error over any


distribution
Strong Classifier: thresholded linear combination
of weak classifier outputs

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Discrete Adaboost Algorithm
Each training sample has a
weight, which determines the
probability of being selected for
training the component classifier

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Find the Weak Classifier

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Find the Weak Classifier

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The algorithm core

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Reweighting

y * h(x) = 1

y * h(x) = -1

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Reweighting

In this way, AdaBoost focused on the


informative or difficult examples.
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Reweighting

In this way, AdaBoost focused on the


informative or difficult examples.
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Algorithm recapitulation t=1

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Pros and cons of AdaBoost
Advantages
Very simple to implement
Does feature selection resulting in relatively
simple classifier
Fairly good generalization
Disadvantages
Suboptimal solution
Sensitive to noisy data and outliers

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References
Duda, Hart, ect Pattern Classification

Freund An adaptive version of the boost by majority algorithm

Freund Experiments with a new boosting algorithm

Freund, Schapire A decision-theoretic generalization of on-line learning and an application to boosting

Friedman, Hastie, etc Additive Logistic Regression: A Statistical View of Boosting

Jin, Liu, etc (CMU) A New Boosting Algorithm Using Input-Dependent Regularizer

Li, Zhang, etc Floatboost Learning for Classification

Opitz, Maclin Popular Ensemble Methods: An Empirical Study

Ratsch, Warmuth Efficient Margin Maximization with Boosting

Schapire, Freund, etc Boosting the Margin: A New Explanation for the Effectiveness of Voting Methods

Schapire, Singer Improved Boosting Algorithms Using Confidence-Weighted Predictions

Schapire The Boosting Approach to Machine Learning: An overview

Zhang, Li, etc Multi-view Face Detection with Floatboost

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Appendix
Bound on training error
Adaboost Variants

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Bound on Training Error (Schapire)

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Discrete Adaboost (DiscreteAB)
(Friedmans wording)

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Discrete Adaboost (DiscreteAB)
(Freund and Schapires wording)

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Adaboost with Confidence
Weighted Predictions (RealAB)

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Adaboost Variants Proposed By
Friedman
LogitBoost
Solves
Requires care to avoid numerical problems

GentleBoost
Update is fm(x) = P(y=1 | x) P(y=0 | x) instead of
Bounded [0 1]

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Adaboost Variants Proposed By
Friedman
LogitBoost

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Adaboost Variants Proposed By
Friedman
GentleBoost

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Thanks!!!
Any comments or questions?

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