Boosting with structural sparsity

  • Authors:
  • John Duchi;Yoram Singer

  • Affiliations:
  • University of California, Berkeley, CA;Google, Mountain View, CA

  • Venue:
  • ICML '09 Proceedings of the 26th Annual International Conference on Machine Learning
  • Year:
  • 2009

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Abstract

We derive generalizations of AdaBoost and related gradient-based coordinate descent methods that incorporate sparsity-promoting penalties for the norm of the predictor that is being learned. The end result is a family of coordinate descent algorithms that integrate forward feature induction and back-pruning through regularization and give an automatic stopping criterion for feature induction. We study penalties based on the l1, l2, and l∞ norms of the predictor and introduce mixed-norm penalties that build upon the initial penalties. The mixed-norm regularizers facilitate structural sparsity in parameter space, which is a useful property in multiclass prediction and other related tasks. We report empirical results that demonstrate the power of our approach in building accurate and structurally sparse models.