material to decision tree

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mhjensen
2019-11-02 17:47:47 +01:00
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===== Boosting, a Bird'e Eye =====
The basic idea is to combine weak classifiers in order to create a good
classifier. With a weak classifier we often intend a classifier which
produces results which are only slightly better than we would get by
random guesses.
This is done by applying in an iterative way a weak (or a standard
classifier like decision trees) to modify the data. In each iteration
we emphasize those observations which are misclassified by weighting
them with a factor.
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===== Adaptive boosting: AdaBoost, Basic Algorithm =====
The algorithm here is rather straightforward. Assume that our weak
classifier is a decision tree and we consider a binary set of outputs
with $y_i \in \{-1,1\}$ and $i=0,1,2,\dots,n-1$ as our set of
observations. Our design matrix is given in terms of the
feature/predictor vectors
$\bm{X}=[\bm{x}_0\bm{x}_1\dots\bm{x}_{p-1}$. Finally, we define also a
classifier determined by our data via a function $G(\bm{X})$. This function tells us how well we are able to classify our outputs/targets $\bm{y}$.
We can then define the misclassification error $\mathrm{err}$ as
!bt
\[
\mathrm{err}=\frac{1}{n}\sum_{i=0}^{n-1}I(y_i\ne G(\bm{X}_{i*}),
\]
!et
where the function $I()$ is one if we misclassify and zero if we classify correctly.
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===== AdaBoost Examples =====