material to decision tree
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@@ -1466,12 +1466,35 @@ Example will be added here.
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!split
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===== Boosting, a Bird'e Eye =====
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The basic idea is to combine weak classifiers in order to create a good
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classifier. With a weak classifier we often intend a classifier which
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produces results which are only slightly better than we would get by
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random guesses.
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This is done by applying in an iterative way a weak (or a standard
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classifier like decision trees) to modify the data. In each iteration
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we emphasize those observations which are misclassified by weighting
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them with a factor.
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!split
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===== Adaptive boosting: AdaBoost, Basic Algorithm =====
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The algorithm here is rather straightforward. Assume that our weak
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classifier is a decision tree and we consider a binary set of outputs
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with $y_i \in \{-1,1\}$ and $i=0,1,2,\dots,n-1$ as our set of
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observations. Our design matrix is given in terms of the
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feature/predictor vectors
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$\bm{X}=[\bm{x}_0\bm{x}_1\dots\bm{x}_{p-1}$. Finally, we define also a
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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 $\bm{y}$.
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We can then define the misclassification error $\mathrm{err}$ as
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!bt
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\[
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\mathrm{err}=\frac{1}{n}\sum_{i=0}^{n-1}I(y_i\ne G(\bm{X}_{i*}),
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\]
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!et
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where the function $I()$ is one if we misclassify and zero if we classify correctly.
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!split
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===== AdaBoost Examples =====
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