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Boosting (machine learning)

Ensemble learning method

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The theoretical foundation for boosting came from a question posed by Kearns and Valiant (1988, 1989): "Can a set of weak learners create a single strong learner?" A weak learner is defined as a classifier that performs only slightly better than random guessing, whereas a strong learner is a classifier that is highly correlated with the true classification. Robert Schapire's affirmative answer to this question in a 1990 paper led to the development of practical boosting algorithms. The first such algorithm was developed by Schapire, with Freund and Schapire later developing AdaBoost, which remains a foundational example of boosting.

Algorithms

While boosting is not algorithmically constrained, most boosting algorithms consist of iteratively learning weak classifiers with respect to a distribution and adding them to a final strong classifier. When they are added, they are weighted in a way that is related to the weak learners' accuracy. After a weak learner is added, the data weights are readjusted, known as "re-weighting". Misclassified input data gain a higher weight and examples that are classified correctly lose weight. Thus, future weak learners focus more on the examples that previous weak learners misclassified.

There are many boosting algorithms. The original ones, proposed by Robert Schapire (a recursive majority gate formulation), and Yoav Freund (boost by majority), were not adaptive and could not take full advantage of the weak learners. Schapire and Freund then developed AdaBoost, an adaptive boosting algorithm that won the prestigious Gödel Prize.

Only algorithms that are provable boosting algorithms in the probably approximately correct learning formulation can accurately be called boosting algorithms. Other algorithms that are similar in spirit to boosting algorithms are sometimes called "leveraging algorithms", although they are also sometimes incorrectly called boosting algorithms.

The main variation between many boosting algorithms is their method of weighting training data points and hypotheses. AdaBoost is very popular and the most significant historically as it was the first algorithm that could adapt to the weak learners. It is often the basis of introductory coverage of boosting in university machine learning courses. There are many more recent algorithms such as LPBoost, TotalBoost, BrownBoost, xgboost, MadaBoost, LogitBoost, CatBoost and others. Many boosting algorithms fit into the AnyBoost framework, which shows that boosting performs gradient descent in a function space using a convex cost function.

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