Martingale boosting

  • Authors:
  • Philip M. Long;Rocco A. Servedio

  • Affiliations:
  • Center for Computational Learning Systems;Department of Computer Science, Columbia University

  • Venue:
  • COLT'05 Proceedings of the 18th annual conference on Learning Theory
  • Year:
  • 2005

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Abstract

Martingale boosting is a simple and easily understood technique with a simple and easily understood analysis. A slight variant of the approach provably achieves optimal accuracy in the presence of random misclassification noise.