A new perspective on boosting in linear regression via subgradient optimization and relatives
We analyze boosting algorithms [Ann. Statist. 29 (2001) 1189-1232; Ann. Statist. 28 (2000) 337-407; Ann. Statist. 32 (2004) 407-499] in linear regression from a new perspective: that of modern first-order methods in convex optimiz ation. We show that classic boosting algorithms in linear regression,...
Main Authors: | , , , , |
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Other Authors: | , |
Format: | Article |
Language: | English |
Published: |
Institute of Mathematical Statistics,
2018-05-10T18:57:26Z.
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Subjects: | |
Online Access: | Get fulltext |