Here comes the hair-tugging part. Let's break AdaBoost down, step-by-step and equation-by-equation so that it's easier to comprehend.
Let's start by considering a dataset with N points, or rows, in our dataset.
In this case,
We calculate the weighted samples for each data point. AdaBoost assigns weight to each training example to determine its significance in the training dataset. When the assigned weights are high, that set of training data points are likely to have a larger say in the training set. Similarly, when the assigned weights are low, they have a minimal influence in the training dataset.
Initially, all the data points will have the same weighted sample w:
where N is the total number of data points.
The weighted samples always sum to 1, so the value of each individual weight will always lie between 0 and 1. After this, we calculate the actual influence for this classifier in classifying the data points using the formula:
Alpha is how much influence this stump will have in the final classification. Total Error is nothing but the total number of misclassifications for that training set divided by the training set size. We can plot a graph for Alpha by plugging in various values of Total Error ranging from 0 to 1.
Notice that when a Decision Stump does well, or has no misclassifications (a perfect stump!) this results in an error rate of 0 and a relatively large, positive alpha value.
If the stump just classifies half correctly and half incorrectly (an error rate of 0.5, no better than random guessing!) then the alpha value will be 0. Finally, when the stump ceaselessly gives misclassified results (just do the opposite of what the stump says!) then the alpha would be a large negative value.
After plugging in the actual values of Total Error for each stump, it's time for us to update the sample weights which we had initially taken as 1/N for every data point. We'll do this using the following formula:
In other words, the new sample weight will be equal to the old sample weight multiplied by Euler's number, raised to plus or minus alpha (which we just calculated in the previous step).
The two cases for alpha (positive or negative) indicate:
Initially set uniform example weights. for Each base learner do: Train base learner with a weighted sample. Test base learner on all data. Set learner weight with a weighted error. Set example weights based on ensemble predictions. end for
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