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I am quite a newbie in this area:

  • What are the boosting methods for regression systems? I know about Gradient boosting; are there any other approaches?
  • Are there textbooks or tutorials devoted to this area?
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While I haven't seen anything specifically, I doubt that it would achieve much, at least for linear regression. Each regression equation is just a linear combination of the predictors: $$\hat{y}^{(j)} = \sum_i \hat{\beta}_i^{(j)} x_i$$ Most boosting algorithms in turn combine multiple predictors by taking a weighted average, which is another linear combination: $$\hat{y} = \sum_j \hat{w}^{(j)} \hat{y}^{(j)}$$ So the final output is still a linear combination of the predictors, only with the coefficients obtained by a complicated process.

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  • $\begingroup$ yeah but it might do well for logistic regression. $\endgroup$ – highBandWidth Sep 8 '11 at 3:48

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