boosting and additive models - university of kansasjhuan/eecs940_s12/slides/boosting.pdf · •...
TRANSCRIPT
Outline
• Model Averaging– Bagging– Boosting
• Boosting: AdaBoost• Forward Stagewise Modeling• Interpretation of Boosting• Summary
Is there a method that combines the advantage of SVM and CART?
Or, keep the advantages of CART while increasing its prediction power?
Bagging (Bootstrap Aggregation)
• Bagging averages a given procedure over many samples to reduce the variance
Decision Boundary: Bagging
Bagging can dramatically reduce the variance of unstable procedures (like trees), leading to improved prediction.
Any simple structure in CART is lost