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Poster

Boosting with Tempered Exponential Measures

Richard Nock · Ehsan Amid · Manfred Warmuth

Great Hall & Hall B1+B2 (level 1) #1107
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[ Paper [ Poster [ OpenReview
Tue 12 Dec 8:45 a.m. PST — 10:45 a.m. PST

Abstract: One of the most popular ML algorithms, AdaBoost, can bederived from the dual of a relative entropyminimization problem subject to the fact that the positive weightson the examples sum to one. Essentially, harder examples receive higher probabilities. We generalize this setup to the recently introduced *temperedexponential measure*s (TEMs) where normalization is enforced on a specific power of the measure and not the measure itself.TEMs are indexed by a parameter $t$ and generalize exponential families ($t=1$). Our algorithm, $t$-AdaBoost, recovers AdaBoost as a special case ($t=1$). We show that $t$-AdaBoost retains AdaBoost's celebrated exponential convergence rate when $t\in [0,1)$ while allowing a slight improvement of the rate's hidden constant compared to $t=1$. $t$-AdaBoost partially computes on a generalization of classical arithmetic over the reals and brings notable properties like guaranteed bounded leveraging coefficients for $t\in [0,1)$. From the loss that $t$-AdaBoost minimizes (a generalization of the exponential loss), we show how to derive a new family of *tempered* losses for the induction of domain-partitioning classifiers like decision trees. Crucially, strict properness is ensured for all while their boosting rates span the full known spectrum. Experiments using $t$-AdaBoost+trees display that significant leverage can be achieved by tuning $t$.

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