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My goal is to formulate the learning and generalization phases of any Boosting algorithm as a matrix-vector operation.

Through Google, I found a good pdf (*) describing several boosting algorithms but the author Marco Cusumano-Towner only hints and doesn't explain how to recast the boosting algorithms (GradientBoost, Adaboost, QuadBoost) using matrix operations.

My question is:

Can I formulate a boosting algorithm as a regression, a game or a linear programming and arrive at closed-form solution which uses only matrix operations?

(*) Boosting with log-loss

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  • $\begingroup$ This seems pretty broad, and I don't know of any reason to expect there to be a simple universal solution. Boosting is a generic method that can be applied to many different kinds of weak learners. I suspect everything will depend on the specifics of the weak learners you use with boosting, and I don't know of any reason to expect that the solution will necessarily be matrix-vector operations or to expect the same answer for all weak learners. $\endgroup$ – D.W.♦ Feb 26 '19 at 0:46
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    $\begingroup$ Also, AdaBoost as normally described doesn't involve computation of any gradients (see, e.g., en.wikipedia.org/wiki/…), so I'm not sure I understand what you mean by "to avoid iterative computing of gradients", and I'm not sure why expressing it in matrix-vector operations would be any better than the standard way it is expressed. $\endgroup$ – D.W.♦ Feb 26 '19 at 0:48
  • $\begingroup$ Since you mention gradients, are you familiar with gradient boosting and xgboost? Xgboost deals with the special case where the weak learner is a decision tree algorithm, and might be related to what you're hoping for. Apologies if I'm telling you things you already know and are familiar with. $\endgroup$ – D.W.♦ Feb 26 '19 at 0:50
  • $\begingroup$ nice comments D.W.. I simplified and edited my question, thanks $\endgroup$ – R. S. Feb 26 '19 at 1:10
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Basically: no. Boosting is a "meta-method". If you have a weak learner (an algorithm for learning), it is a way of taking advantage of that weak learner algorithm iteratively to do better at learning some concept than the weak learner would do on its own.

Many/most weak learners don't have a closed-form solution for the model they build; instead, their learning algorithm may fundamentally rely upon iterative methods, optimization algorithms, or other techniques. As a result, boosting with such a weak learner won't have a closed-form solution, either.

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