Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-45/3/a/solution

Use labels and base predictions . The binary AdaBoost algorithm starts with observation weights and score . For rounds :
  • Fit the weak learner to the training observations using weights , producing .
  • Compute its weighted error .
  • For , choose and update .
  • Reweight and normalize: , where is the sum of the unnormalized weights.
The final classifier is
Resolve a zero-score tie by a fixed convention. A classifier with error above may be sign-reversed if the base class permits it; otherwise it fails the weak-learning requirement and should be replaced. Error gives zero weight and no improvement. Error zero gives the limiting perfect-classifier step with infinite coefficient, so terminate with that classifier rather than computing the undefined finite update. Misclassified observations are multiplied by and correctly classified observations by , increasing the relative weight of errors for the next round. The procedure is sequential, and its number of rounds is a tuning parameter.

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