jmlr jmlr2005 jmlr2005-57 knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Günther Eibl, Karl-Peter Pfeiffer
Abstract: AdaBoost.M2 is a boosting algorithm designed for multiclass problems with weak base classifiers. The algorithm is designed to minimize a very loose bound on the training error. We propose two alternative boosting algorithms which also minimize bounds on performance measures. These performance measures are not as strongly connected to the expected error as the training error, but the derived bounds are tighter than the bound on the training error of AdaBoost.M2. In experiments the methods have roughly the same performance in minimizing the training and test error rates. The new algorithms have the advantage that the base classifier should minimize the confidence-rated error, whereas for AdaBoost.M2 the base classifier should minimize the pseudo-loss. This makes them more easily applicable to already existing base classifiers. The new algorithms also tend to converge faster than AdaBoost.M2. Keywords: boosting, multiclass, ensemble, classification, decision stumps
Reference: text
sentIndex sentText sentNum sentScore
1 M2 is a boosting algorithm designed for multiclass problems with weak base classifiers. [sent-8, score-0.332]
2 These performance measures are not as strongly connected to the expected error as the training error, but the derived bounds are tighter than the bound on the training error of AdaBoost. [sent-11, score-0.213]
3 An exponential decrease of an upper bound of the training error rate is guaranteed as long as the error rates of the base classifiers are less than 1/2. [sent-25, score-0.311]
4 Freund and Schapire overcame this problem with the introduction of the pseudo-loss of a classifier h : X ×Y → [0, 1] : εt = 1 2 1 − ht (xi , yi ) + 1 ∑ ht (xi , y) . [sent-27, score-0.73]
5 M2, each base classifier has to minimize the pseudo-loss instead of the error rate. [sent-29, score-0.176]
6 As long as the pseudo-loss is less than 1/2, which is easily reachable for weak base classifiers as decision stumps, an exponential decrease of an upper bound on the training error rate is guaranteed. [sent-30, score-0.337]
7 In this paper, we will derive two new direct algorithms for multiclass problems with decision stumps as base classifiers. [sent-31, score-0.288]
8 We introduce the maxlabel error rate and derive bounds on it. [sent-38, score-0.268]
9 For both algorithms the goal of the base classifier is to minimize the confidence-rated error rate which makes them applicable for a wide range of already existing base classifiers. [sent-40, score-0.31]
10 A boosting algorithm calls a given weak classification algorithm h repeatedly in a series of rounds t = 1, . [sent-46, score-0.211]
11 The final classifier H is a weighted majority vote of the T weak classifiers ht where αt is the weight assigned to ht . [sent-52, score-0.729]
12 (1998, 1999) embedded AdaBoost in a more general theory which sees boosting algorithms as gradient descent methods for the minimization of a loss function in function space. [sent-57, score-0.22]
13 Based on the gradient descent framework, we derive a gradient descent algorithm for these loss functions in a straight forward way in Section 2. [sent-60, score-0.191]
14 Finally, the algorithm is simplified for the special case of decision stumps as base classifiers. [sent-68, score-0.226]
15 We are considering a function space F = lin(H ) consisting of functions f : X → R of the form T f (x; α, β) = ∑ αt ht (x; βt ), t=1 ht : X → {±1} with α = (α1 , . [sent-75, score-0.688]
16 The parameters βt uniquely determine ht therefore α and β uniquely determine f . [sent-82, score-0.344]
17 However −∇L( f )(x) is not necessarily an element of F , so we replace it by an element ht of F which is as parallel to −∇L( f )(x) as possible. [sent-87, score-0.344]
18 Using this inner product we can set βt := arg max −∇L( ft−1 ), h(· ; β) β and ht := h(· ; βt ). [sent-90, score-0.382]
19 Now we consider slightly more general exponential loss functions l( f , i) = exp [v( f , i)] with exponent − loss v( f , i) = v0 + ∑ vy (i) f (xi , y) , y where the choice v0 = 1 and vy (i) = 2 1 −2 1 2(|Y |−1) y = yi y = yi leads to the loss function (1). [sent-100, score-0.296]
20 ————————————————————————————– Input: training set S, maximum number of boosting rounds T 1 Initialisation: f0 := 0, t := 1, ∀i : D1 (i) := N . [sent-103, score-0.199]
21 , T do • ht = arg min ∑i Dt (i)v(h, i) h • If ∑i Dt (i)v(ht , i) ≥ v0 : T := t − 1, goto output. [sent-107, score-0.407]
22 i (iii) The sampling distribution can be updated in a similar way as in AdaBoost using the rule Dt+1 (i) = 1 Dt (i)l(αt ht , i), Zt where we define Zt as a normalization constant Zt := ∑ Dt (i)l(αt ht , i), i which ensures that the update Dt+1 is a distribution. [sent-111, score-0.787]
23 In contrast to the general framework, the algorithm uses a simple update rule for the sampling distribution as it exists for the original boosting algorithms. [sent-112, score-0.184]
24 The proof basically consists of three steps: the calculation of the gradient, the choice for base classifier ht together with the stopping criterion and the update rule for the sampling distribution. [sent-116, score-0.565]
25 l( f , i)vy (i) x = xi (2) Now we insert (2) into −∇L( ft−1 ), ht and get −∇L( ft−1 ), ht = − 1 1 ∑ ∑ l( ft−1 , i)vy (i)h(xi , y) = − N ∑ l( ft−1 , i)(v(h, i) − v0). [sent-121, score-0.742]
26 N i y i (3) If we define the sampling distribution Dt up to a positive constant Ct−1 by Dt (i) := Ct−1 l( ft−1 , i), (4) we can write (3) as −∇L( ft−1 ), ht = − 1 1 Dt (i)(v(h, i) − v0 ) = − Dt (i)v(h, i) − v0 Ct−1 N ∑ Ct−1 N ∑ i . [sent-122, score-0.365]
27 i Since we require Ct−1 to be positive, we get the choice of ht of the algorithm ht = arg max −∇L( ft−1 ), h = arg min ∑ Dt (i)v(h, i). [sent-123, score-0.788]
28 h h i (ii) One can verify the stopping criterion of Figure 2 from (5) −∇L( ft−1 ), ht ≤ 0 ⇔ ∑ Dt (i)v(ht , i) ≥ v0 . [sent-124, score-0.382]
29 Dt+1 (i) = Ct l( ft , i) = Ct l( ft−1 + αt ht , i) Ct = Ct l( ft−1 , i)l(αt ht , i) = Dt (i)l(αt ht , i). [sent-126, score-1.179]
30 Ct−1 194 (5) M ULTICLASS B OOSTING FOR W EAK C LASSIFIERS This means that the new weight of example i is a constant multiplied with Dt (i)l(αt ht , i). [sent-127, score-0.344]
31 2 Choice of αt and Resulting Algorithm GrPloss The algorithm above leaves the step length αt , which is the weight of the base classifier ht , unspecified. [sent-131, score-0.458]
32 |Y | − 1 y=k The corresponding training error rate is denoted by plerr: plerr := 1 N ∑I N i=1 f (xi , yi ) < 1 ∑ f (xi , y) . [sent-134, score-0.27]
33 (i) Similar to Schapire and Singer (1999) we first bound plerr by the product of the normalization constants T plerr ≤ ∏ Zt . [sent-141, score-0.348]
34 , |Y |}, weak classification algorithm with output h : X ×Y → [0, 1] Optionally T : maximal number of boosting rounds 1 Initialization: D1 (i) = N . [sent-149, score-0.211]
35 , T : • Train the weak classification algorithm ht with distribution Dt , where ht should maximize Ut := ∑i Dt (i)u(ht , i). [sent-153, score-0.729]
36 N i t=1 plerr ≤ (ii) Derivation of αt : Now we derive αt by minimizing the upper bound (6). [sent-161, score-0.177]
37 If we assume that each classifier ht fulfills Ut ≥ δ, we finally get T ∏ Zt ≤ e−δ T /2 . [sent-170, score-0.368]
38 Theorem 2 If for all base classifiers ht : X ×Y → [0, 1] of the algorithm GrPloss given in Figure 3 Ut := ∑ Dt (i)u(ht , i) ≥ δ i holds for δ > 0 then the pseudo-loss error of the training set fulfills T plerr ≤ ∏ 2 T /2 1 −Ut2 ≤ e−δ t=1 . [sent-174, score-0.666]
39 Since proportions are in the interval [0, 1] and for each of the two subsets the sum of proportions is one our decision stumps have both the former and the latter property (10). [sent-182, score-0.188]
40 i=1 (ii) Upper bound on the pseudo-loss error: Now we plug αt in (12) and get T plerr ≤ ∏ rt t=1 1 − rt rt (|Y | − 1) (|Y |−1)/|Y | + (1 − rt ) rt (|Y | − 1) 1 − rt 1/|Y | . [sent-186, score-1.455]
41 (13) (iii) Stopping criterion: As expected for rt = 1/|Y | the corresponding factor is 1. [sent-187, score-0.209]
42 The stopping criterion Ut ≤ 0 can be directly translated into rt ≥ 1/|Y |. [sent-188, score-0.247]
43 Looking at the first and second derivative of the bound one can easily verify that it has a unique maximum at rt = 1/|Y |. [sent-189, score-0.245]
44 Therefore, the bound drops as long as rt > 1/|Y |. [sent-190, score-0.245]
45 Note again that since rt = 1/|Y | is a unique maximum we get a formal decrease of the bound even when rt > 1/|Y |. [sent-191, score-0.495]
46 M1 the weight of a base classifier α is a function of the error rate, so we tried to modify this function so that it gets positive, if the error rate is less than the error rate of random guessing. [sent-203, score-0.268]
47 Here we want to increase the weights for instances, where the base classifier h : 199 E IBL AND P FEIFFER X × Y → [0, 1] performs worse than the uninformative or what we call the maxlabel rule. [sent-209, score-0.354]
48 The maxlabel rule labels each instance as the most frequent label. [sent-210, score-0.217]
49 As a confidence-rated classifier, the uninformative rule has the form maxlabel rule : X ×Y → [0, 1] : h(x, y) := Ny , N where Ny is the number of instances in the training set with label y. [sent-211, score-0.338]
50 A classifier f : X ×Y → [0, 1] makes a maxlabel error in classifying an example x with label k, if f (x, k) < c. [sent-217, score-0.249]
51 The maxlabel error for the training set is called mxerr: mxerr := 1 N ∑ I ( f (xi , yi ) < c) . [sent-218, score-0.503]
52 N i=1 The maxlabel error counts the proportion of elements of the training set for which the confidence f (x, k) in the right label is smaller than c. [sent-219, score-0.278]
53 The higher c is, the higher is the maxlabel error for the same classifier f ; therefore to get a weak error measure we set c very low. [sent-221, score-0.333]
54 When we use decision stumps as base classifiers we have the property h(x, y) ∈ [0, 1]. [sent-223, score-0.226]
55 As for GrPloss the modus operandi consists of finding an upper bound on mxerr and minimizing the bound with respect to α. [sent-229, score-0.274]
56 (i) Bound of mxerr in terms of the normalization constants Zt : Similar to the calculations used to bound the pseudo-loss error we begin by bounding mxerr in terms of the normalization constants Zt : We have 1 = ∑ Dt+1 (i) = ∑ Dt (i) i = i e−αt (ht (xi ,yi )−c) = . [sent-230, score-0.538]
57 , T : • Train the weak classification algorithm ht with distribution Dt , where ht should maximize rt = ∑ Dt (i)ht (xi , yi ) i • If rt ≤ c: goto output with T := t − 1 • Set (1 − c)rt . [sent-245, score-1.214]
58 c(1 − rt ) αt = ln • Update D: Dt+1 (i) = Dt (i) e−αt (ht (xi ,yi )−c) . [sent-246, score-0.209]
59 , αT and set the final classifier H(x): T ∑ αt ht (x, y) H(x) = arg max f (x, y) = arg max y∈Y y∈Y t=1 ————————————————————————————————— Figure 4: Algorithm BoostMA So we get −( f (xi ,yi )−c ∑ αt ) 1 ∏ Zt = N ∑ e t t . [sent-250, score-0.444]
60 (14) i Using f (xi , yi ) 1 (15) t and (14) we get mxerr ≤ ∏ Zt . [sent-251, score-0.268]
61 (17) E IBL AND P FEIFFER Now we use the convexity of e−αt (ht (xi ,yi )−c) for ht (xi , yi ) between 0 and 1 and the definition rt := ∑ Dt (i)ht (xi , yi ) i and get mxerr ≤ = ∏ ∑ Dt (i) t ∏ t ht (xi , yi )e−αt (1−c) + (1 − ht (xi , yi ))eαt c i rt e−αt (1−c) + (1 − rt )eαt c . [sent-254, score-2.053]
62 c(1 − rt ) αt = ln (iii) First bound on mxerr: To get the bound on mxerr we substitute our choice for αt in (17) and get mxerr ≤ ∏ t Now we bound the term c(1−rt ) (1−c)rt c (1 − c)rt c(1 − rt ) ht (xi ,yi ) ∑ Dt (i) i ht (xi ,yi ) c(1 − rt ) (1 − c)rt . [sent-256, score-1.875]
63 (18) by use of the inequality xa ≤ 1 − a + ax for x ≥ 0 and a ∈ [0, 1], which comes from the convexity of xa for a between 0 and 1 and get c(1 − rt ) (1 − c)rt ht (xi ,yi ) ≤ 1 − ht (xi , yi ) + ht (xi , yi ) c(1 − rt ) . [sent-257, score-1.558]
64 (1 − c)rt Substitution in (18) and simplifications lead to rtc (1 − rt )1−c (1 − c)1−c cc mxerr ≤ ∏ t . [sent-258, score-0.431]
65 (19) The factors of this bound are symmetric around rt = c and take their maximum of 1 there. [sent-259, score-0.245]
66 Therefore if rt > c is valid the bound on mxerr decreases. [sent-260, score-0.447]
67 (iv) Exponential decrease of mxerr: To prove the second bound we set rt = c + δ with δ ∈ (0, 1 − c) and rewrite (19) as mxerr ≤ ∏ 1 − t δ 1−c 1−c 1+ δ c c . [sent-261, score-0.464]
68 t Using 1 + x ≤ ex for x ≤ 0 leads to 2 mxerr ≤ e−δ T . [sent-265, score-0.202]
69 Theorem 3 If all base classifiers ht with ht (x, y) ∈ [0, 1] fulfill rt := ∑ Dt (i)ht (xi , yi ) ≥ c + δ i for δ ∈ (0, 1 − c) (and the condition c ∈ (0, 1)) then the maxlabel error of the training set for the algorithm in Figure 4 fulfills mxerr ≤ ∏ t rtc (1 − rt )1−c (1 − c)1−c cc 2 ≤ e−δ T . [sent-267, score-1.743]
70 ) Choice of c for BoostMA: since we use confidence-rated base classification algorithms we choose the training accuracy for the confidence-rated uninformative rule for c, which leads to c= Ny 1 N Nyi 1 ∑ =N∑ ∑ N =∑ N i=1 N y i; yi =y y∈Y 2 Ny N . [sent-269, score-0.258]
71 From ∑ f (x, y) = ∑ ∑ αt ht (x, y) = ∑ αt (1 − ht (x, k)) = ∑ αt − f (x, k) y=k t y=k t t we get f (x, k) < 1 1 f (x, k) ∑ f (x, y) ⇔ ∑ αt < |Y | . [sent-272, score-0.712]
72 |Y | − 1 y=k (22) t That means that if we choose c = 1/|Y | for BoostMA the maxlabel error is the same as the pseudoloss error. [sent-273, score-0.23]
73 Summarizing these two results we can say that for base classifiers with the normalization property, the choice (21) for c of BoostMA and data sets with balanced labels, the two algorithms GrPloss and BoostMA and their error measures are the same. [sent-276, score-0.25]
74 ) In contrast to GrPloss the algorithm does not change when the base classifier additionally fulfills the normalization property (10) because the algorithm only uses ht (xi , yi ). [sent-278, score-0.53]
75 204 M ULTICLASS B OOSTING FOR W EAK C LASSIFIERS We also set a maximum number of 2000 boosting rounds to stop the algorithm if the stopping criterion is not satisfied. [sent-293, score-0.227]
76 We have three different bounds on the pseudo-loss error of Grploss: the term ∏ Zt (24) t which was derived in the first part of the proof of Theorem 2, the tighter bound (9) of Theorem 2 and the bound (13) for the special case of decision stumps as base classifiers. [sent-303, score-0.379]
77 In Section 3, we derived two upper bounds on the maxlabel error for BoostMA: term (24) and the tighter bound (20) of Theorem 3. [sent-304, score-0.309]
78 M2, the bounds on the pseudo-loss error of GrPloss and the maxlabel error of BoostMA are below 1 for all data sets and all boosting rounds. [sent-309, score-0.401]
79 As expected, bound (13) derived for the special case of decision stumps as base classifiers on the pseudo-loss error is smaller than bound (9) of Theorem 2 which doesn’t use the normalization property (10) of the decision stumps. [sent-312, score-0.389]
80 For BoostMA, term (24) is a bound on the maxlabel error and for GrPloss term (24) is a bound on the pseudo-loss error. [sent-314, score-0.302]
81 For unbalanced data sets, the maxlabel error is the “harder” error measure than the pseudo-loss error, so for these data sets bound (24) is higher for BoostMA than for GrPloss. [sent-315, score-0.379]
82 For balanced data sets the maxlabel error and the pseudo-loss error are the same. [sent-316, score-0.336]
83 For the subsequent comparisons we take 205 E IBL AND P FEIFFER Database car * digitbreiman letter nursery * optdigits pendigits satimage * segmentation vehicle vowel waveform yeast * AdaBoost. [sent-324, score-0.543]
84 0 GrPloss pseudo-loss error [%] plerr BD24 BD13 BD9 0 3. [sent-347, score-0.179]
85 6 Table 2: Performance measures and their bounds in percent at the boosting round with minimal training error. [sent-412, score-0.183]
86 trerr, BD23: training error of AdaBoost and its bound (23); plerr, BD24 ,BD13 ,BD9: pseudo-loss error of GrPloss and its bounds (24), (13) and (9); mxerr, BD24, BD20: maxlabel error of BoostMA and its bounds (24) and (20). [sent-413, score-0.407]
87 all error rates at the boosting round with minimal training error rate as was done by Eibl and Pfeiffer (2002). [sent-414, score-0.261]
88 Only for the data sets digitbreiman and yeast do the training and the test error favor different algorithms (Table 4). [sent-421, score-0.176]
89 The reason for this might be the fact that bound (13) on the pseudo-loss error of GrPloss is tighter than bound (23) on the training error of AdaBoost. [sent-428, score-0.202]
90 We wish to make further 206 M ULTICLASS B OOSTING FOR W EAK C LASSIFIERS Database car * digitbreiman letter nursery * optdigits pendigits satimage * segmentation vehicle vowel waveform yeast * AdaM2 0 25. [sent-440, score-0.543]
91 47 Table 3: Training and test error at the boosting round with minimal training error; bold and italic numbers correspond to high(>5%) and medium(>1. [sent-502, score-0.203]
92 5%) differences to the smallest of the three error rates Database car * digitbreiman letter nursery * optdigits pendigits satimage * segmentation vehicle vowel waveform yeast * total trerr o + + o + + 4-2-6 GrPloss vs. [sent-503, score-0.621]
93 AdaM2 testerr plerr speed o o + + + + + + + + + + o o + + + + + o + + + o + + + + 4-2-6 8-4-0 10-0-2 Table 4: Comparison of GrPloss with AdaBoost. [sent-504, score-0.179]
94 To be more precise, we look at the number of boosting rounds needed to achieve 90% of the total decrease of the training error rate. [sent-550, score-0.254]
95 M2 needs more boosting rounds than GrPloss, so GrPloss seems to lead to a faster decrease in the training error rate (Table 4). [sent-552, score-0.274]
96 Besides the number of boosting rounds, the time for the algorithm is also heavily influenced by the time needed to construct a base classifier. [sent-553, score-0.229]
97 M2 is not as straightforward as the maximization of rt required for GrPloss and BoostMA. [sent-556, score-0.209]
98 208 M ULTICLASS B OOSTING FOR W EAK C LASSIFIERS Database car * nursery * satimage * yeast * total trerr + + + + 4-0-0 GrPloss vs. [sent-558, score-0.243]
99 Conclusion We proposed two new algorithms GrPloss and BoostMA for multiclass problems with weak base classifiers. [sent-560, score-0.217]
100 The algorithms are designed to minimize the pseudo-loss error and the maxlabel error respectively. [sent-561, score-0.292]
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