Theory and Applications of Boosting

Boosting is a general method for producing a very accurate classification rule by combining rough and moderately inaccurate "rules of thumb". While rooted in a theoretical framework of machine learning, boosting has been found to perform quite well empirically. This tutorial will introduce the boosting algorithm AdaBoost, and explain the underlying theory of boosting, including explanations that have been given as to why boosting often does not suffer from overfitting, as well as some of the myriad other theoretical points of view that have been taken on this algorithm. Some practical applications and extensions of boosting will also be described.