Boosting (machine learning)In machine learning, boosting is an ensemble meta-algorithm for primarily reducing bias, and also variance in supervised learning, and a family of machine learning algorithms that convert weak learners to strong ones. Boosting is based on the question posed by Kearns and Valiant (1988, 1989): "Can a set of weak learners create a single strong learner?" A weak learner is defined to be a classifier that is only slightly correlated with the true classification (it can label examples better than random guessing).
Gradient boostingGradient boosting is a machine learning technique used in regression and classification tasks, among others. It gives a prediction model in the form of an ensemble of weak prediction models, i.e., models that make very few assumptions about the data, which are typically simple decision trees. When a decision tree is the weak learner, the resulting algorithm is called gradient-boosted trees; it usually outperforms random forest.
Standard errorThe standard error (SE) of a statistic (usually an estimate of a parameter) is the standard deviation of its sampling distribution or an estimate of that standard deviation. If the statistic is the sample mean, it is called the standard error of the mean (SEM). The sampling distribution of a mean is generated by repeated sampling from the same population and recording of the sample means obtained. This forms a distribution of different means, and this distribution has its own mean and variance.
Margin of errorThe margin of error is a statistic expressing the amount of random sampling error in the results of a survey. The larger the margin of error, the less confidence one should have that a poll result would reflect the result of a census of the entire population. The margin of error will be positive whenever a population is incompletely sampled and the outcome measure has positive variance, which is to say, whenever the measure varies. The term margin of error is often used in non-survey contexts to indicate observational error in reporting measured quantities.
AdaBoostAdaBoost, short for Adaptive Boosting, is a statistical classification meta-algorithm formulated by Yoav Freund and Robert Schapire in 1995, who won the 2003 Gödel Prize for their work. It can be used in conjunction with many other types of learning algorithms to improve performance. The output of the other learning algorithms ('weak learners') is combined into a weighted sum that represents the final output of the boosted classifier. Usually, AdaBoost is presented for binary classification, although it can be generalized to multiple classes or bounded intervals on the real line.
Probability distributionIn probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if X is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of X would take the value 0.5 (1 in 2 or 1/2) for X = heads, and 0.
Maximum entropy probability distributionIn statistics and information theory, a maximum entropy probability distribution has entropy that is at least as great as that of all other members of a specified class of probability distributions. According to the principle of maximum entropy, if nothing is known about a distribution except that it belongs to a certain class (usually defined in terms of specified properties or measures), then the distribution with the largest entropy should be chosen as the least-informative default.
Joint probability distributionGiven two random variables that are defined on the same probability space, the joint probability distribution is the corresponding probability distribution on all possible pairs of outputs. The joint distribution can just as well be considered for any given number of random variables. The joint distribution encodes the marginal distributions, i.e. the distributions of each of the individual random variables. It also encodes the conditional probability distributions, which deal with how the outputs of one random variable are distributed when given information on the outputs of the other random variable(s).
Binomial distributionIn probability theory and statistics, the binomial distribution with parameters n and p is the discrete probability distribution of the number of successes in a sequence of n independent experiments, each asking a yes–no question, and each with its own Boolean-valued outcome: success (with probability p) or failure (with probability ). A single success/failure experiment is also called a Bernoulli trial or Bernoulli experiment, and a sequence of outcomes is called a Bernoulli process; for a single trial, i.
Indecomposable distributionIn probability theory, an indecomposable distribution is a probability distribution that cannot be represented as the distribution of the sum of two or more non-constant independent random variables: Z ≠ X + Y. If it can be so expressed, it is decomposable: Z = X + Y. If, further, it can be expressed as the distribution of the sum of two or more independent identically distributed random variables, then it is divisible: Z = X1 + X2. The simplest examples are Bernoulli-distributeds: if then the probability distribution of X is indecomposable.
