Boosting is a process of finding & combining weakly predictive models into a strongly predictive model.

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How many AdaBoost iterations?

In one R package, ada, the main AdaBoost fitting function (also called ada) takes an argument specifying the number of boosting ...
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33 views

The relationship between adaboost and gradient boosting

I am reading the chapter 10 of "The Elements of Statistical Learning 2nd ed, (ESLII)", where the Adaboost algorithm is explained by minimizing the exponential loss using stagewise additive modelling ...
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37 views

Modelling clustered data using boosted regression trees

I'm modelling habitat selection using boosted regression trees (BRTs), which I prefer over linear models for a variety of reasons (modeling complex nonlinear relationships and interactions, ...
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30 views

Adaboost - update of weights

i am self-studying AdaBoost - and reading the following useful article. http://www.inf.fu-berlin.de/inst/ag-ki/adaboost4.pdf . I am trying to understand, as per below, the following questions: 1) ...
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87 views
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Relative variable importance for Boosting

I'm looking for an explanation of how relative variable importance is computed in Gradient Boosted Trees that is not overly general/simplistic like: The measures are based on the number of times a ...
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47 views

A question about Dynamic Random Forest

On this article, Simon Bernard proposes a new approach for constructing Random Forest called Dynamic Random Forest. I am new on this subject, so after reading the article, I have a doubt regarding the ...
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1k views

Is automated machine learning a dream?

As I discover machine learning I see different interesting techniques such as: automatically tune algorithms with techniques such as grid search, get more ...
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11 views

Consistency of values of coefficients ($\alpha$) in Adaboost

Based on the given set of data, Adaboost learns weights($\alpha$) corresponding to the weak classifiers. Now suppose that there is a huge chunk of data broken down into smaller parts, e.g: a total of ...
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3answers
211 views

When should I not use an ensemble classifier?

In general, in a classification problem where the goal is to accurately predict out-of-sample class membership, when should I not to use an ensemble classifier? This question is closely related to ...
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1answer
72 views

Scikit Binomial Deviance Loss Function

This is scikit GradientBoosting's binomial deviance loss function, ...
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74 views

How to use decision stump as weak learner in Adaboost?

I want to implement Adaboost using Decision Stump. Is it correct to make as many decision stump as our data set's features in each iteration of Adaboost? For example, if I have a data set with 24 ...
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2answers
69 views

When does it makes sense to use Cross Validation?

My understanding is that cross validation is about using different chunks of the training data to train the model and average out the error estimation so that the variance is less. For example, in ...
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16 views

How many iterations we have to perform in adaboost classification?

How many iterations we have to perform in adaboost classification? As the number of iteration increases error rate gradually reduces and sometimes classification accuracy goes upto 100% in both ...
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126 views

Where must we use Bagging or Boosting?

I want to know when Bagging is better than Boosting? How I select appropriate method for my classification task? I think when we have many outliers in our data-set, Bagging must be better than ...
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251 views

Reconciling boosted regression trees (BRT), generalized boosted models (GBM), and gradient boosting machine (GBM)

Questions: What is the difference(s) between boosted regression trees (BRT) and generalized boosted models (GBM)? Can they be used interchangeably? Is one a specific form of the other? Why did ...
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1answer
92 views

Random forest vs Adaboost

In section 7 of the paper Random Forests (Breiman, 1999), the author states the following conjecture: "Adaboost is a Random Forest". Has anyone proved, or disproved this? What has been done to prove ...
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199 views

Xgboost Regresion tree

I am building a boosted regression tree in R and I use the simple xgboost function from the package xgboost in R. ...
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1answer
63 views

Meaning of the Boosting algorithm for Regression Trees

I have a problem with understanding the concept of the Boosting Algorithm. ...
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1answer
93 views

out-of-bag error estimate for Boosted Trees

In Random Forest, each tree is grown in parallel on a unique boostrap sample of the data. Because each boostrap sample is expected to contain about 63% of unique observations, this lefts roughly 37% ...
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61 views

Huge overfitting with Random Forests and Boosted Trees?

In the following picture, the boxplots represent a performance metric (the closer to 1, the better) recorded for 50 runs of cross-validation, and the black filled circles are the training values of ...
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2answers
131 views

Are Random Forests and Boosting parametric or non-parametric?

From this excellent paper by Breiman, we can seize all the difference between traditional statistical models (e.g., linear regression) and machine learning algorithms (e.g., Bagging, Random Forests, ...
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73 views

Boosting Explained

I'm a newbie trying to learn Boosting. The examples I found online are quite confusing. Is there a simple tutorial somewhere that explains ...
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32 views

GradientBoostClassifier(sklearn) takes very long time to train

I'm using dataset with 61879 datapoints and 102 features. On this dataset Randomforest(sklearn) takes less than 90s to train for 100 estimators while GradientBoostClassifier(sklearn) is taking forever ...
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1answer
57 views

Skewed Classification Problem

So I've read around and seen this is a problem. I have a classification problem and 12 variables ... I'm working on getting more, but even if l get the number to 20-30 I feel like the problem will ...
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1answer
101 views

Meaning of `max_depth` in GradientBoostingClassifier in scikit-learn

when I use the GradientBoostingClassifier from scikit-learn, I find that there is a parameter max_depth to set, which controls the maximum depth of the regression ...
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1answer
30 views

How to choose a regression tree (base learner) at each iteration of Gradient Tree Boosting?

I'm trying to understand Gradient Tree Boosting, by following Prof. Friedman's original paper: Greedy Function Approximation: A Gradient Boosting Machine. Basically, at each iteration, a regression ...
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1answer
28 views

Why does the equation $ -\sum^{n}_{t=1} \tilde{W}(t)_{m-1} y_{t}h(x; \theta_{m}) = 2 \epsilon_m -1$ hold in boosting?

I was trying to understand the boosting algorithm as described by the MIT graduate class lectures notes on ocw. On page 2 they give the outline of boosting as follows: The step that is not clear ...
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139 views

Boosted trees and Variable Interactions

How can one see in a Boosted trees classification model, which variables interact with each other and how much? I would like to make use o this in R gbm package if possible
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67 views

Value of the loss function and Classification Errors in gbm package (R)

I have a simple problem of classification (0s and 1s) using adaboost loss function. When I check the components of a boosted model using the gbm package I see: ...
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50 views

why boosting method is sensitive to outliers

I found many articles showing that boosting methods are sensitive to outliers, but no article explains why. In my experience, I feel outliers data is bad for any machine learning algorithms, but why ...
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40 views

Alternative to AIC for feature selection in classification

I want to know what are the most common methods for feature selection in classification problems (binary and mutli-class). I see in Chapter 6 of Zumel and Mount that they use AIC before they train ...
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62 views

what is the difference between bagging and boosting in random forest?

I understand what is bagging and how it is applied to random forest. But how is bagging different from boosting. If boosting is different from bagging, how can boosting be applied to random forest?
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1answer
78 views

How are individual trees added together in boosted regression tree?

I'm reading Introduction to Statistical Learning, James, G., et al. (2013), in which they describe the Boosted Regression Tree algorithm as following. What I do not understand is Eq 8.10 and 8.11. ...
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115 views

Best machine learning methtod for classificating datasets with non-independent cases within the groups

I have to perform binary classification of my data with supervised machine learning, but I have some difficulties working with my data set. It consists many genetic mutations that have parameters ...
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91 views

AdaBoost over blackbox weak classifier

Can I somehow implement AdaBoost procedure over a weak classifier from another library? For example over SVM from libsvm, or over some neural network. The idea of AdaBoost is that current weights of ...
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193 views

Prediction interval based on cross-validation (CV)

In the text books and youtube lectures I learned a lot about iterative models such as boosting, but I never saw anything about deriving a prediction interval. Cross validation is used for the ...
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125 views

Combining multiple feature subsets through ensemble classification methods?

I have a set of $N$ samples to be classifies in a binary classification problem. I have extracted features from these samples from 4 different perspectives (views) of every samples. Hence I have 4 ...
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50 views

What is “fitted function” in the context of boosted regression tree?

I'm following the tutorial of package dismo's boosted regression tree, which produces two graphs, about fitted function and ...
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2answers
24 views

Incremental improvement for boosting

By adding additional factors, will the fitting result of a boosting algo (say Ada boosting) guaranteed to be improved? From my experiment, adding additional factors could make the prediction accuracy ...
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1answer
130 views

Posterior probabilities with decision trees or decision forests

Is there a way to get posterior probabilities $P(C | \vec{x})$ (probability that a data item $\vec{x}$ belong to one of the given classes) in a multiclass classification problem using decision trees ...
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26 views

For the given type of dataset, what would generally be the set of classifiers that should be tried to get the highest TPR for FPR = 0.01

I'm primarily looking to attain the maximum True Positive Rate for a small False positive Rate of say 0.01. The following is an instance: 1, 37.33, 228.39, 0, 77.060599, 0.073384, 0.052536, 1.389826, ...
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2answers
641 views

Why Adaboost with Decision Trees?

I've been reading a bit on boosting algorithms for classification tasks and Adaboost in particular. I understand that the purpose of Adaboost is to take several "weak learners" and, through a set of ...
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1answer
179 views

How to choose an appropriate maxdepth in rpart.conrol?

I'm using the boosting method in adabag library and trying to choose an appropriate maxdepth in rpart.control for building a 2-class classification model using my training dataset. I have noticed that ...
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96 views

How can I compare GBM feature importances to GBM partial dependence plots?

I am having trouble reconciling the difference between the indicated "importance" from a GBM that I am calculating with what is shown in the partial dependence plots. I would expect higher ...
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86 views

Different variable importance results with stabsel and mboost

I'm using glmboost in the mboost package to fit a boosted regression using linear models as the base learner. There are 13200 observations and about 75 variables, ...
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0answers
92 views

Parameter selection for GBM

I'm building a Gradient Boosting model. Given a dataset and event rate, is it possible to get a formula/ definitive strategy for the optimum number of trees, shrinkage parameter and depth of trees? I ...
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26 views

Combining features extracted from different parts of the same image

It is about car identification in images. I have an 64x64 image divided into 16 equal windows. I compute a HoG features algorithm in each one. And I am using the concatenation vector resulted from ...
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19 views

Would knowing the underlying distribution for our data affect how boosting searches for its predictor or how it minimizes the exponential loss?

Assume that the goal of Machine learning is to find a function that is able to minimize the generalization/expected/true error (assuming that the underlying distribution is fixed but unknown): $$E(f) ...
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170 views

Is multicollinearity a problem with gradient boosted trees (i.e. GBM)?

A question about multicollinearity for random forests has been asked and answered, but what about boosted trees?
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1answer
210 views

Has anyone publicly shared an implementation of RUSBoost in R?

There's no package available on CRAN, so I was hoping someone in the community had written their own function/package. I see it's been done in MATLAB, so I may just have to start with that and write ...