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,...

Full description

Bibliographic Details
Main Authors: M. Freund, Robert (Author), Grigas, Paul (Author), Mazumder, Rahul (Author), Freund, Robert Michael (Contributor), Grigas, Paul Edward (Contributor)
Other Authors: Massachusetts Institute of Technology. Operations Research Center (Contributor), Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Institute of Mathematical Statistics, 2018-05-10T18:57:26Z.
Subjects:
Online Access:Get fulltext

Similar Items