AdaBoost, 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.[1][2]

AdaBoost is adaptive in the sense that subsequent weak learners are tweaked in favor of those instances misclassified by previous classifiers. In some problems it can be less susceptible to the overfitting problem than other learning algorithms. The individual learners can be weak, but as long as the performance of each one is slightly better than random guessing, the final model can be proven to converge to a strong learner.

Although AdaBoost is typically used to combine weak base learners (such as decision stumps), it has been shown that it can also effectively combine strong base learners (such as deep decision trees), producing an even more accurate model.[3]

Every learning algorithm tends to suit some problem types better than others, and typically has many different parameters and configurations to adjust before it achieves optimal performance on a dataset. AdaBoost (with decision trees as the weak learners) is often referred to as the best out-of-the-box classifier.[4][5] When used with decision tree learning, information gathered at each stage of the AdaBoost algorithm about the relative 'hardness' of each training sample is fed into the tree growing algorithm such that later trees tend to focus on harder-to-classify examples.

## Training

AdaBoost refers to a particular method of training a boosted classifier. A boosted classifier is a classifier of the form

${\displaystyle F_{T}(x)=\sum _{t=1}^{T}f_{t}(x)}$
where each ${\displaystyle f_{t}}$ is a weak learner that takes an object ${\displaystyle x}$ as input and returns a value indicating the class of the object. For example, in the two-class problem, the sign of the weak learner's output identifies the predicted object class and the absolute value gives the confidence in that classification. Similarly, the ${\displaystyle t}$-th classifier is positive if the sample is in a positive class and negative otherwise.

Each weak learner produces an output hypothesis ${\displaystyle h}$ which fixes a prediction ${\displaystyle h(x_{i})}$ for each sample in the training set. At each iteration ${\displaystyle t}$, a weak learner is selected and assigned a coefficient ${\displaystyle \alpha _{t}}$ such that the total training error ${\displaystyle E_{t}}$ of the resulting ${\displaystyle t}$-stage boosted classifier is minimized.

${\displaystyle E_{t}=\sum _{i}E[F_{t-1}(x_{i})+\alpha _{t}h(x_{i})]}$

Here ${\displaystyle F_{t-1}(x)}$ is the boosted classifier that has been built up to the previous stage of training and ${\displaystyle f_{t}(x)=\alpha _{t}h(x)}$ is the weak learner that is being considered for addition to the final classifier.

### Weighting

At each iteration of the training process, a weight ${\displaystyle w_{i,t}}$ is assigned to each sample in the training set equal to the current error ${\displaystyle E(F_{t-1}(x_{i}))}$ on that sample. These weights can be used in the training of the weak learner. For instance, decision trees can be grown which favor the splitting of sets of samples with large weights.

## Derivation

This derivation follows Rojas (2009):[6]

Suppose we have a data set ${\displaystyle \{(x_{1},y_{1}),\ldots ,(x_{N},y_{N})\}}$ where each item ${\displaystyle x_{i}}$ has an associated class ${\displaystyle y_{i}\in \{-1,1\}}$, and a set of weak classifiers ${\displaystyle \{k_{1},\ldots ,k_{L}\}}$ each of which outputs a classification ${\displaystyle k_{j}(x_{i})\in \{-1,1\}}$ for each item. After the ${\displaystyle (m-1)}$-th iteration our boosted classifier is a linear combination of the weak classifiers of the form:

${\displaystyle C_{(m-1)}(x_{i})=\alpha _{1}k_{1}(x_{i})+\cdots +\alpha _{m-1}k_{m-1}(x_{i}),}$
where the class will be the sign of ${\displaystyle C_{(m-1)}(x_{i})}$. At the ${\displaystyle m}$-th iteration we want to extend this to a better boosted classifier by adding another weak classifier ${\displaystyle k_{m}}$, with another weight ${\displaystyle \alpha _{m}}$:
${\displaystyle C_{m}(x_{i})=C_{(m-1)}(x_{i})+\alpha _{m}k_{m}(x_{i})}$

So it remains to determine which weak classifier is the best choice for ${\displaystyle k_{m}}$, and what its weight ${\displaystyle \alpha _{m}}$ should be. We define the total error ${\displaystyle E}$ of ${\displaystyle C_{m}}$ as the sum of its exponential loss on each data point, given as follows:

${\displaystyle E=\sum _{i=1}^{N}e^{-y_{i}C_{m}(x_{i})}=\sum _{i=1}^{N}e^{-y_{i}C_{(m-1)}(x_{i})}e^{-y_{i}\alpha _{m}k_{m}(x_{i})}}$

Letting ${\displaystyle w_{i}^{(1)}=1}$ and ${\displaystyle w_{i}^{(m)}=e^{-y_{i}C_{m-1}(x_{i})}}$ for ${\displaystyle m>1}$, we have:

${\displaystyle E=\sum _{i=1}^{N}w_{i}^{(m)}e^{-y_{i}\alpha _{m}k_{m}(x_{i})}}$

We can split this summation between those data points that are correctly classified by ${\displaystyle k_{m}}$ (so ${\displaystyle y_{i}k_{m}(x_{i})=1}$) and those that are misclassified (so ${\displaystyle y_{i}k_{m}(x_{i})=-1}$):

{\displaystyle {\begin{aligned}E&=\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}e^{-\alpha _{m}}+\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}e^{\alpha _{m}}\\&=\sum _{i=1}^{N}w_{i}^{(m)}e^{-\alpha _{m}}+\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}\left(e^{\alpha _{m}}-e^{-\alpha _{m}}\right)\end{aligned}}}

Since the only part of the right-hand side of this equation that depends on ${\displaystyle k_{m}}$ is ${\textstyle \sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}$, we see that the ${\displaystyle k_{m}}$ that minimizes ${\displaystyle E}$ is the one in the set ${\displaystyle \{k_{1},\ldots ,k_{L}\}}$ that minimizes ${\textstyle \sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}$ [assuming that ${\displaystyle \alpha _{m}>0}$], i.e. the weak classifier with the lowest weighted error (with weights ${\displaystyle w_{i}^{(m)}=e^{-y_{i}C_{m-1}(x_{i})}}$).

To determine the desired weight ${\displaystyle \alpha _{m}}$ that minimizes ${\displaystyle E}$ with the ${\displaystyle k_{m}}$ that we just determined, we differentiate:

${\displaystyle {\frac {dE}{d\alpha _{m}}}={\frac {d(\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}e^{-\alpha _{m}}+\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}e^{\alpha _{m}})}{d\alpha _{m}}}}$

Luckily the minimum occurs when setting this to zero, then solving for ${\displaystyle \alpha _{m}}$ yields:

${\displaystyle \alpha _{m}={\frac {1}{2}}\ln \left({\frac {\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}}{\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}}\right)}$

Proof

${\displaystyle {\frac {dE}{d\alpha _{m}}}=-\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}e^{-\alpha _{m}}+\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}e^{\alpha _{m}}=0}$
because ${\displaystyle e^{-\alpha _{m}}}$ does not depend on ${\displaystyle i}$
${\displaystyle e^{-\alpha _{m}}\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}=e^{\alpha _{m}}\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}$
${\displaystyle -\alpha _{m}+\ln \left(\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}\right)=\alpha _{m}+\ln \left(\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}\right)}$
${\displaystyle -2\alpha _{m}=\ln \left({\dfrac {\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}{\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}}}\right)}$
${\displaystyle \alpha _{m}=-{\dfrac {1}{2}}\ln \left({\dfrac {\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}{\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}}}\right)}$
${\displaystyle \alpha _{m}={\dfrac {1}{2}}\ln \left({\dfrac {\sum _{y_{i}=k_{m}(x_{i})}w_{i}^{(m)}}{\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}}\right)}$

We calculate the weighted error rate of the weak classifier to be ${\displaystyle \epsilon _{m}={\frac {\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}{\sum _{i=1}^{N}w_{i}^{(m)}}}}$, so it follows that:

${\displaystyle \alpha _{m}={\frac {1}{2}}\ln \left({\frac {1-\epsilon _{m}}{\epsilon _{m}}}\right)}$
which is the negative logit function multiplied by 0.5. Due to the convexity of ${\displaystyle E}$ as a function of ${\displaystyle \alpha _{m}}$, this new expression for ${\displaystyle \alpha _{m}}$ gives the global minimum of the loss function.

Note: This derivation only applies when ${\displaystyle k_{m}(x_{i})\in \{-1,1\}}$, though it can be a good starting guess in other cases, such as when the weak learner is biased (${\displaystyle k_{m}(x)\in \{a,b\},a\neq -b}$), has multiple leaves (${\displaystyle k_{m}(x)\in \{a,b,\dots ,n\}}$) or is some other function ${\displaystyle k_{m}(x)\in \mathbb {R} }$.

Thus we have derived the AdaBoost algorithm: At each iteration, choose the classifier ${\displaystyle k_{m}}$, which minimizes the total weighted error ${\textstyle \sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}$, use this to calculate the error rate ${\displaystyle \epsilon _{m}={\frac {\sum _{y_{i}\neq k_{m}(x_{i})}w_{i}^{(m)}}{\sum _{i=1}^{N}w_{i}^{(m)}}}}$, use this to calculate the weight ${\displaystyle \alpha _{m}={\frac {1}{2}}\ln \left({\frac {1-\epsilon _{m}}{\epsilon _{m}}}\right)}$, and finally use this to improve the boosted classifier ${\displaystyle C_{m-1}}$ to ${\displaystyle C_{m}=C_{(m-1)}+\alpha _{m}k_{m}}$.

## Statistical understanding of boosting

Boosting is a form of linear regression in which the features of each sample ${\displaystyle x_{i}}$ are the outputs of some weak learner ${\displaystyle h}$ applied to ${\displaystyle x_{i}}$.

While regression tries to fit ${\displaystyle F(x)}$ to ${\displaystyle y(x)}$ as precisely as possible without loss of generalization, typically using least square error ${\displaystyle E(f)=(y(x)-f(x))^{2}}$, whereas the AdaBoost error function ${\displaystyle E(f)=e^{-y(x)f(x)}}$ takes into account the fact that only the sign of the final result is used, thus ${\displaystyle |F(x)|}$ can be far larger than 1 without increasing error. However, the exponential increase in the error for sample ${\displaystyle x_{i}}$ as ${\displaystyle -y(x_{i})f(x_{i})}$ increases, resulting in excessive weights being assigned to outliers.

One feature of the choice of exponential error function is that the error of the final additive model is the product of the error of each stage, that is, ${\displaystyle e^{\sum _{i}-y_{i}f(x_{i})}=\prod _{i}e^{-y_{i}f(x_{i})}}$. Thus it can be seen that the weight update in the AdaBoost algorithm is equivalent to recalculating the error on ${\displaystyle F_{t}(x)}$ after each stage.

There is a lot of flexibility allowed in the choice of loss function. As long as the loss function is monotonic and continuously differentiable, the classifier is always driven toward purer solutions.[7] Zhang (2004) provides a loss function based on least squares, a modified Huber loss function:

${\displaystyle \phi (y,f(x))={\begin{cases}-4yf(x)&{\text{if }}yf(x)<-1,\\(yf(x)-1)^{2}&{\text{if }}-1\leq yf(x)\leq 1.\\0&{\text{if }}yf(x)>1\end{cases}}}$

This function is more well-behaved than LogitBoost for ${\displaystyle f(x)}$ close to 1 or -1, does not penalise ‘overconfident’ predictions (${\displaystyle yf(x)>1}$), unlike unmodified least squares, and only penalises samples misclassified with confidence greater than 1 linearly, as opposed to quadratically or exponentially, and is thus less susceptible to the effects of outliers.

Boosting can be seen as minimization of a convex loss function over a convex set of functions.[8] Specifically, the loss being minimized by AdaBoost is the exponential loss

${\displaystyle \sum _{i}\phi (i,y,f)=\sum _{i}e^{-y_{i}f(x_{i})},}$
whereas LogitBoost performs logistic regression, minimizing
${\displaystyle \sum _{i}\phi (i,y,f)=\sum _{i}\ln \left(1+e^{-y_{i}f(x_{i})}\right).}$

In the gradient descent analogy, the output of the classifier for each training point is considered a point ${\displaystyle \left(F_{t}(x_{1}),\dots ,F_{t}(x_{n})\right)}$ in n-dimensional space, where each axis corresponds to a training sample, each weak learner ${\displaystyle h(x)}$ corresponds to a vector of fixed orientation and length, and the goal is to reach the target point ${\displaystyle (y_{1},\dots ,y_{n})}$ (or any region where the value of loss function ${\displaystyle E_{T}(x_{1},\dots ,x_{n})}$ is less than the value at that point), in the fewest steps. Thus AdaBoost algorithms perform either Cauchy (find ${\displaystyle h(x)}$ with the steepest gradient, choose ${\displaystyle \alpha }$ to minimize test error) or Newton (choose some target point, find ${\displaystyle \alpha h(x)}$ that brings ${\displaystyle F_{t}}$ closest to that point) optimization of training error.

With:

• Samples ${\displaystyle x_{1}\dots x_{n}}$
• Desired outputs ${\displaystyle y_{1}\dots y_{n},y\in \{-1,1\}}$
• Initial weights ${\displaystyle w_{1,1}\dots w_{n,1}}$ set to ${\displaystyle {\frac {1}{n}}}$
• Error function ${\displaystyle E(f(x),y_{i})=e^{-y_{i}f(x_{i})}}$
• Weak learners ${\displaystyle h\colon x\rightarrow \{-1,1\}}$

For ${\displaystyle t}$ in ${\displaystyle 1\dots T}$:

• Choose ${\displaystyle h_{t}(x)}$:
• Find weak learner ${\displaystyle h_{t}(x)}$ that minimizes ${\displaystyle \epsilon _{t}}$, the weighted sum error for misclassified points ${\displaystyle \epsilon _{t}=\sum _{\stackrel {i=1}{h_{t}(x_{i})\neq y_{i}}}^{n}w_{i,t}}$
• Choose ${\displaystyle \alpha _{t}={\frac {1}{2}}\ln \left({\frac {1-\epsilon _{t}}{\epsilon _{t}}}\right)}$
• ${\displaystyle F_{t}(x)=F_{t-1}(x)+\alpha _{t}h_{t}(x)}$
• Update weights:
• ${\displaystyle w_{i,t+1}=w_{i,t}e^{-y_{i}\alpha _{t}h_{t}(x_{i})}}$ for ${\displaystyle i}$ in ${\displaystyle 1\dots n}$
• Renormalize ${\displaystyle w_{i,t+1}}$ such that ${\displaystyle \sum _{i}w_{i,t+1}=1}$
• (Note: It can be shown that ${\displaystyle {\frac {\sum _{h_{t}(x_{i})=y_{i}}w_{i,t+1}}{\sum _{h_{t}(x_{i})\neq y_{i}}w_{i,t+1}}}={\frac {\sum _{h_{t}(x_{i})=y_{i}}w_{i,t}}{\sum _{h_{t}(x_{i})\neq y_{i}}w_{i,t}}}}$ at every step, which can simplify the calculation of the new weights.)

## Variants

The output of decision trees is a class probability estimate ${\displaystyle p(x)=P(y=1|x)}$, the probability that ${\displaystyle x}$ is in the positive class.[7] Friedman, Hastie and Tibshirani derive an analytical minimizer for ${\displaystyle e^{-y\left(F_{t-1}(x)+f_{t}(p(x))\right)}}$ for some fixed ${\displaystyle p(x)}$ (typically chosen using weighted least squares error):

${\displaystyle f_{t}(x)={\frac {1}{2}}\ln \left({\frac {x}{1-x}}\right)}$.

Thus, rather than multiplying the output of the entire tree by some fixed value, each leaf node is changed to output half the logit transform of its previous value.

### LogitBoost

LogitBoost represents an application of established logistic regression techniques to the AdaBoost method. Rather than minimizing error with respect to y, weak learners are chosen to minimize the (weighted least-squares) error of ${\displaystyle f_{t}(x)}$ with respect to

${\displaystyle z_{t}={\frac {y^{*}-p_{t}(x)}{2p_{t}(x)(1-p_{t}(x))}},}$
where
${\displaystyle p_{t}(x)={\frac {e^{F_{t-1}(x)}}{e^{F_{t-1}(x)}+e^{-F_{t-1}(x)}}},}$
${\displaystyle w_{t}=p_{t}(x)(1-p_{t}(x))}$
${\displaystyle y^{*}={\frac {y+1}{2}}.}$

That is ${\displaystyle z_{t}}$ is the Newton–Raphson approximation of the minimizer of the log-likelihood error at stage ${\displaystyle t}$, and the weak learner ${\displaystyle f_{t}}$ is chosen as the learner that best approximates ${\displaystyle z_{t}}$ by weighted least squares.

As p approaches either 1 or 0, the value of ${\displaystyle p_{t}(x_{i})(1-p_{t}(x_{i}))}$ becomes very small and the z term, which is large for misclassified samples, can become numerically unstable, due to machine precision rounding errors. This can be overcome by enforcing some limit on the absolute value of z and the minimum value of w

While previous boosting algorithms choose ${\displaystyle f_{t}}$ greedily, minimizing the overall test error as much as possible at each step, GentleBoost features a bounded step size. ${\displaystyle f_{t}}$ is chosen to minimize ${\textstyle \sum _{i}w_{t,i}(y_{i}-f_{t}(x_{i}))^{2}}$, and no further coefficient is applied. Thus, in the case where a weak learner exhibits perfect classification performance, GentleBoost chooses ${\displaystyle f_{t}(x)=\alpha _{t}h_{t}(x)}$ exactly equal to ${\displaystyle y}$, while steepest descent algorithms try to set ${\displaystyle \alpha _{t}=\infty }$. Empirical observations about the good performance of GentleBoost appear to back up Schapire and Singer's remark that allowing excessively large values of ${\displaystyle \alpha }$ can lead to poor generalization performance.[9][10]

### Early Termination

A technique for speeding up processing of boosted classifiers, early termination refers to only testing each potential object with as many layers of the final classifier necessary to meet some confidence threshold, speeding up computation for cases where the class of the object can easily be determined. One such scheme is the object detection framework introduced by Viola and Jones:[11] in an application with significantly more negative samples than positive, a cascade of separate boost classifiers is trained, the output of each stage biased such that some acceptably small fraction of positive samples is mislabeled as negative, and all samples marked as negative after each stage are discarded. If 50% of negative samples are filtered out by each stage, only a very small number of objects would pass through the entire classifier, reducing computation effort. This method has since been generalized, with a formula provided for choosing optimal thresholds at each stage to achieve some desired false positive and false negative rate.[12]

In the field of statistics, where AdaBoost is more commonly applied to problems of moderate dimensionality, early stopping is used as a strategy to reduce overfitting.[13] A validation set of samples is separated from the training set, performance of the classifier on the samples used for training is compared to performance on the validation samples, and training is terminated if performance on the validation sample is seen to decrease even as performance on the training set continues to improve.

### Totally corrective algorithms

For steepest descent versions of AdaBoost, where ${\displaystyle \alpha _{t}}$ is chosen at each layer t to minimize test error, the next layer added is said to be maximally independent of layer t:[14] it is unlikely to choose a weak learner t+1 that is similar to learner t. However, there remains the possibility that t+1 produces similar information to some other earlier layer. Totally corrective algorithms, such as LPBoost, optimize the value of every coefficient after each step, such that new layers added are always maximally independent of every previous layer. This can be accomplished by backfitting, linear programming or some other method.

### Pruning

Pruning is the process of removing poorly performing weak classifiers to improve memory and execution-time cost of the boosted classifier. The simplest methods, which can be particularly effective in conjunction with totally corrective training, are weight- or margin-trimming: when the coefficient, or the contribution to the total test error, of some weak classifier falls below a certain threshold, that classifier is dropped. Margineantu & Dietterich[15] suggested an alternative criterion for trimming: weak classifiers should be selected such that the diversity of the ensemble is maximized. If two weak learners produce very similar outputs, efficiency can be improved by removing one of them and increasing the coefficient of the remaining weak learner.[16]

## References

1. ^ Freund, Yoav; Schapire, Robert E. (1995), A desicion-theoretic [sic] generalization of on-line learning and an application to boosting, Lecture Notes in Computer Science, Berlin, Heidelberg: Springer Berlin Heidelberg, pp. 23–37, doi:10.1007/3-540-59119-2_166, ISBN 978-3-540-59119-1, retrieved 2022-06-24
2. ^ Hastie, Trevor; Rosset, Saharon; Zhu, Ji; Zou, Hui (2009). "Multi-class AdaBoost". Statistics and Its Interface. 2 (3): 349–360. doi:10.4310/sii.2009.v2.n3.a8. ISSN 1938-7989.
3. ^ Wyner, Abraham J.; Olson, Matthew; Bleich, Justin; Mease, David (2017). "Explaining the Success of AdaBoost and Random Forests as Interpolating Classifiers". Journal of Machine Learning Research. 18 (48): 1–33. Retrieved 17 March 2022.
4. ^ Kégl, Balázs (20 December 2013). "The return of AdaBoost.MH: multi-class Hamming trees". arXiv:1312.6086 [cs.LG].
5. ^ Joglekar, Sachin. "adaboost – Sachin Joglekar's blog". codesachin.wordpress.com. Retrieved 3 August 2016.
6. ^ Rojas, Raúl (2009). "AdaBoost and the super bowl of classifiers a tutorial introduction to adaptive boosting" (Tech. Rep.). Freie University, Berlin.
7. ^ a b Friedman, Jerome; Hastie, Trevor; Tibshirani, Robert (1998). "Additive Logistic Regression: A Statistical View of Boosting". Annals of Statistics. 28: 2000. CiteSeerX 10.1.1.51.9525.
8. ^ Zhang, T. (2004). "Statistical behavior and consistency of classification methods based on convex risk minimization". Annals of Statistics. 32 (1): 56–85. doi:10.1214/aos/1079120130. JSTOR 3448494.
9. ^ Schapire, Robert; Singer, Yoram (1999). "Improved Boosting Algorithms Using Confidence-rated Predictions": 80–91. CiteSeerX 10.1.1.33.4002. {{cite journal}}: Cite journal requires |journal= (help)
10. ^ Freund; Schapire (1999). "A Short Introduction to Boosting" (PDF):
11. ^ Viola, Paul; Jones, Robert (2001). "Rapid Object Detection Using a Boosted Cascade of Simple Features". CiteSeerX 10.1.1.10.6807. {{cite journal}}: Cite journal requires |journal= (help)
12. ^ McCane, Brendan; Novins, Kevin; Albert, Michael (2005). "Optimizing cascade classifiers". {{cite journal}}: Cite journal requires |journal= (help)
13. ^ Trevor Hastie; Robert Tibshirani; Jerome Friedman (2009). The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2nd ed.). New York: Springer. ISBN 978-0-387-84858-7.
14. ^ Šochman, Jan; Matas, Jiří (2004). Adaboost with Totally Corrective Updates for Fast Face Detection. ISBN 978-0-7695-2122-0.
15. ^ Margineantu, Dragos; Dietterich, Thomas (1997). "Pruning Adaptive Boosting". CiteSeerX 10.1.1.38.7017. {{cite journal}}: Cite journal requires |journal= (help)
16. ^ Tamon, Christino; Xiang, Jie (2000). "On the Boosting Pruning Problem". {{cite journal}}: Cite journal requires |journal= (help)