Journal of Machine Learning Research
boosting algorithms, LogitBoost, AdaBoost
Marketing | Statistics and Probability
The statistical perspective on boosting algorithms focuses on optimization, drawing parallels with maximum likelihood estimation for logistic regression. In this paper we present empirical evidence that raises questions about this view. Although the statistical perspective provides a theoretical framework within which it is possible to derive theorems and create new algorithms in general contexts, we show that there remain many unanswered important questions. Furthermore, we provide examples that reveal crucial flaws in the many practical suggestions and new methods that are derived from the statistical view. We perform carefully designed experiments using simple simulation models to illustrate some of these flaws and their practical consequences.
David Mease and A. Wyner. "Evidence Contrary to the Statistical View of Boosting" Journal of Machine Learning Research (2008): 131-156.