3
$\begingroup$

I'm reading the paper where AdaBoost was invented (link), and I couldn't understand why they have chosen the formula α_t = 1/2 * ln((1-ε_t) / ε_t).

snippet: AdaBoost algorithm from the paper

What is the motivation behind that specific formula? Why not using something that feels more natural like ε_t?

$\endgroup$

1 Answer 1

4
$\begingroup$

Recall that the final hypothesis after $T$ rounds is $h_T(x)=sign\left(\sum\limits_{i=1}^T \alpha_t h_t(x)\right)$, i.e. $\alpha_t$ is the weight of $h_t$ in $h_T$. If $\epsilon_t$ is high (near one) you want to answer the opposite of $h_t$, so you want $\alpha_t$ to be negative and very large in absolute value. If on the other hand $\epsilon_t$ is very low then you want $\alpha_t$ to be very large. The worst case is $\epsilon_t=\frac{1}{2}$, in which case $h_t$ is of no use to you.

The function $\log\frac{1-\epsilon_t}{\epsilon_t}$ satisfies those properties. This magnitude is known as log odds (where the probability considered is $p=1-\epsilon_t$, the success probability). Intuitively, the odds ratio tells you how often an event with probability $p$ occurs, in our case if e.g. $\epsilon_t=1/3$ then $\frac{1-\epsilon_t}{\epsilon_t}=2$, i.e. $h_t$ is expected to succeed with ratio $2:1$.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Not the answer you're looking for? Browse other questions tagged or ask your own question.