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Latest News for November 3rd, 2017

Asymmetric AdaBoost for High Dimensional Maximum Score Regression

Adaptive Boosting or AdaBoost, introduced by Freund and Schapire (1996) has been proved to be effective to solve the high-dimensional binary classification or binary prediction problems. Friedman, Hastie, and Tibshirani (2000) show that AdaBoost builds an additive logistic regression model via minimizing the ‘exponential loss’. We show that the exponential loss in AdaBoost is equivalent...