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: | M. Freund, Robert (Author), Grigas, Paul (Author), Mazumder, Rahul (Author), Freund, Robert Michael (Contributor), Grigas, Paul Edward (Contributor) |
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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.
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Subjects: | |
Online Access: | Get fulltext |
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