PhD thesis on Boosting available
Gunnar Raetsch
Gunnar.Raetsch at anu.edu.au
Mon Feb 4 08:32:43 EST 2002
Dear Connectionists,
I am pleased to announce that my PhD thesis entitled
"Robust Boosting via Convex Optimization"
is now available at
http://www.boosting.org/papers/thesis.ps.gz (and .pdf)
Please find the summary of my thesis below.
Gunnar
Summary
=======
In this work we consider statistical learning problems. A learning
machine aims to extract information from a set of training examples
such that it is able to predict the associated label on unseen
examples. We consider the case where the resulting classification or
regression rule is a combination of simple rules - also called base
hypotheses. The so-called boosting algorithms iteratively find a
weighted linear combination of base hypotheses that predict well on
unseen data. We study the following issues:
o The statistical learning theory framework for analyzing boosting
methods.
We study learning theoretic guarantees on the prediction performance
on unseen examples. Recently, large margin classification
techniques have emerged as a practical result of the theory of
generalization, in particular Boosting and Support Vector
Machines. A large margin implies a good generalization
performance. Hence, we analyze how large the margins in boosting are
and find an improved algorithm that is able to generate the maximum
margin solution.
o How can boosting methods be related to mathematical optimization
techniques?
To analyze the properties of the resulting classification or
regression rule, it is of high importance to understand whether and
under which conditions boosting converges. We show that boosting can
be used to solve large scale constrained optimization problems,
whose solutions are well characterizable. To show this, we relate
boosting methods to methods known from mathematical optimization,
and derive convergence guarantees for a quite general family of
boosting algorithms.
o How to make Boosting noise robust?
One of the problems of current boosting techniques is that they are
sensitive to noise in the training sample. In order to make
boosting robust, we transfer the soft margin idea from support
vector learning to boosting. We develop theoretically motivated
regularized algorithms that exhibit a high noise robustness.
o How to adapt boosting to regression problems?
Boosting methods are originally designed for classification
problems. To extend the boosting idea to regression problems, we use
the previous convergence results and relations to semi- infinite
programming to design boosting-like algorithms for regression
problems. We show that these leveraging algorithms have desirable
properties - from both, the theoretical and the practical side.
o Can boosting techniques be useful in practice?
The presented theoretical results are guided by simulation results
either to illustrate properties of the proposed algorithms or to
show that they work well in practice. We report on successful
applications in a non-intrusive power monitoring system, chaotic
time series analysis and the drug discovery process.
--
+-----------------------------------------------------------------+
Gunnar R"atsch http://mlg.anu.edu.au/~raetsch
Australian National University mailto:Gunnar.Raetsch at anu.edu.au
Research School for Information Tel: (+61) 2 6125-8647
Sciences and Engineering Fax: (+61) 2 6125-8651
Canberra, ACT 0200, Australia
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