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Analysis of boosting algorithms using the smooth margin f...
Cynthia Rudin, Robert E. Schapire, Ingrid Daubechies · 2008-03-28 · via math.ST updates on arXiv.org

We introduce a useful tool for analyzing boosting algorithms called the ``smooth margin function,'' a differentiable approximation of the usual margin for boosting algorithms. We present two boosting algorithms based on this smooth margin, ``coordinate ascent boosting'' and ``approximate coordinate ascent boosting,'' which are similar to Freund and Schapire's AdaBoost algorithm and Breiman's arc-gv algorithm. We give convergence rates to the maximum margin solution for both of our algorithms and for arc-gv. We then study AdaBoost's convergence properties using the smooth margin function. We precisely bound the margin attained by AdaBoost when the edges of the weak classifiers fall within a specified range. This shows that a previous bound proved by Rätsch and Warmuth is exactly tight. Furthermore, we use the smooth margin to capture explicit properties of AdaBoost in cases where cyclic behavior occurs.