AveBoost2: Boosting for Noisy Data

AdaBoost is a well-known ensemble learning algorithm that constructs its constituent or base models in sequence. A key step in AdaBoost is constructing a distribution over the training examples to create each base model. This distribution, represented as a vector, is constructed to be orthogonal to the vector of mistakes made by the pre- vious base model in the sequence. The idea is to make the next base model's errors uncorrelated with those of the previous model. In previous work, we developed an algorithm, AveBoost, that constructed distributions orthogonal to the mistake vectors of all the previous models, and then averaged them to create the next base model s distribution. Our experiments demonstrated the superior accuracy of our approach. In this paper, we slightly revise our algorithm to allow us to obtain non-trivial theoretical results: bounds on the training error and generalization error (difference between training and test error). Our averaging process has a regularizing effect which, as expected, leads us to a worse training error bound for our algorithm than for AdaBoost but a superior generalization error bound. For this paper, we experimented with the data that we used in both as originally supplied and with added label noise-a small fraction of the data has its original label changed. Noisy data are notoriously difficult for AdaBoost to learn. Our algorithm's performance improvement over AdaBoost is even greater on the noisy data than the original data.