Totally-corrective boosting using continuous-valued weak learners
The Boosting algorithm has two main variants: the gradient Boosting and the totally-corrective column-generation Boosting. Recently, the latter has received increasing attention since it exhibits a better convergence property, thus resulting in more efficient strong learners. In this work, we point out that the totally-corrective column-generation Boosting is equivalent to the gradient-descent method for the gradient Boosting in the weak-learner selection criterion, but uses additional totally-corrective updates for the weak-learner weights. Therefore, other techniques for the gradient Boosting that produce continuous-valued weak learners, e.g. step-wise direct minimization and Newtons method, may also be used in combination with the totally-corrective procedure. In this work we take the well known AdaBoost algorithm as an example, and show that employing the continuous-valued weak learners improves the performance when used with the totally-corrective weak-learner weight update.