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政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/72224

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/72224

Title:	Early stopping of L2Boosting
Authors:	Chang,Yuan-Chin Ivan;Huang,Yufen;Huang,Yu-Pai
Contributors:	統計系
Date:	2010-12
Issue Date:	2014-12-23 15:19:20 (UTC+8)
Abstract:	It is well known that the boosting-like algorithms, such as AdaBoost and many of its modifications, may over-fit the training data when the number of boosting iterations becomes large. Therefore, how to stop a boosting algorithm at an appropriate iteration time is a longstanding problem for the past decade (see Meir and Rätsch, 2003). Bühlmann and Yu (2005) applied model selection criteria to estimate the stopping iteration for L2Boosting, but it is still necessary to compute all boosting iterations under consideration for the training data. Thus, the main purpose of this paper is focused on studying the early stopping rule for L2Boosting during the training stage to seek a very substantial computational saving. The proposed method is based on a change point detection method on the values of model selection criteria during the training stage. This method is also extended to two-class classification problems which are very common in medical and bioinformatics applications. A simulation study and a real data example to these approaches are provided for illustrations, and comparisons are made with LogitBoost.
Relation:	Computational Statistics and Data Analysis,54(10),2203-2213
Data Type:	article
Appears in Collections:	[統計學系] 期刊論文

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