Author: Culp Mark Michailidis George Johnson Kjell
Publisher: Taylor & Francis Ltd
ISSN: 1061-8600
Source: Journal of Computational and Graphical Statistics, Vol.20, Iss.4, 2011-01, pp. : 937-955
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Abstract
Boosting algorithms build models on dictionaries of learners constructed from the data, where a coefficient in this model relates to the contribution of a particular learner relative to the other learners in the dictionary. Regularization for these models is currently implemented by iteratively applying a simple local tolerance parameter, which scales each coefficient toward zero. Stochastic enhancements, such as bootstrapping, incorporate a random mechanism in the construction of the ensemble to improve robustness, reduce computation time, and improve accuracy. In this article, we propose a novel local estimation scheme for direct data-driven estimation of regularization parameters in boosting algorithms with stochastic enhancements based on a penalized loss optimization framework. In addition,
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