1,639 research outputs found
Margin-based Ranking and an Equivalence between AdaBoost and RankBoost
We study boosting algorithms for learning to rank. We give a general margin-based bound for
ranking based on covering numbers for the hypothesis space. Our bound suggests that algorithms
that maximize the ranking margin will generalize well. We then describe a new algorithm, smooth
margin ranking, that precisely converges to a maximum ranking-margin solution. The algorithm
is a modification of RankBoost, analogous to “approximate coordinate ascent boosting.” Finally,
we prove that AdaBoost and RankBoost are equally good for the problems of bipartite ranking and
classification in terms of their asymptotic behavior on the training set. Under natural conditions,
AdaBoost achieves an area under the ROC curve that is equally as good as RankBoost’s; furthermore,
RankBoost, when given a specific intercept, achieves a misclassification error that is as good
as AdaBoost’s. This may help to explain the empirical observations made by Cortes andMohri, and
Caruana and Niculescu-Mizil, about the excellent performance of AdaBoost as a bipartite ranking
algorithm, as measured by the area under the ROC curve
Towards Minimax Online Learning with Unknown Time Horizon
We consider online learning when the time horizon is unknown. We apply a
minimax analysis, beginning with the fixed horizon case, and then moving on to
two unknown-horizon settings, one that assumes the horizon is chosen randomly
according to some known distribution, and the other which allows the adversary
full control over the horizon. For the random horizon setting with restricted
losses, we derive a fully optimal minimax algorithm. And for the adversarial
horizon setting, we prove a nontrivial lower bound which shows that the
adversary obtains strictly more power than when the horizon is fixed and known.
Based on the minimax solution of the random horizon setting, we then propose a
new adaptive algorithm which "pretends" that the horizon is drawn from a
distribution from a special family, but no matter how the actual horizon is
chosen, the worst-case regret is of the optimal rate. Furthermore, our
algorithm can be combined and applied in many ways, for instance, to online
convex optimization, follow the perturbed leader, exponential weights algorithm
and first order bounds. Experiments show that our algorithm outperforms many
other existing algorithms in an online linear optimization setting
The Rate of Convergence of AdaBoost
The AdaBoost algorithm was designed to combine many "weak" hypotheses that
perform slightly better than random guessing into a "strong" hypothesis that
has very low error. We study the rate at which AdaBoost iteratively converges
to the minimum of the "exponential loss." Unlike previous work, our proofs do
not require a weak-learning assumption, nor do they require that minimizers of
the exponential loss are finite. Our first result shows that at iteration ,
the exponential loss of AdaBoost's computed parameter vector will be at most
more than that of any parameter vector of -norm bounded by
in a number of rounds that is at most a polynomial in and .
We also provide lower bounds showing that a polynomial dependence on these
parameters is necessary. Our second result is that within
iterations, AdaBoost achieves a value of the exponential loss that is at most
more than the best possible value, where depends on the dataset.
We show that this dependence of the rate on is optimal up to
constant factors, i.e., at least rounds are necessary to
achieve within of the optimal exponential loss.Comment: A preliminary version will appear in COLT 201
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