The AdaBoost Flow

Statistics – Machine Learning

Scientific paper

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19 pages

Scientific paper

We introduce a dynamical system which we call the AdaBoost flow. The flow is defined by a system of ODEs with control. We show how by a suitable choice of control the AdaBoost algorithm of Schapire and Freund and the arc-gv algorithm of Breiman can be embedded in the AdaBoost flow. We also show how confidence rated prediction previously studied by Schapire and Singer also can be obtained from our continuous time approach. We introduce a new continuous time algorithm which we call superBoost and describe its properties. The nontrivial part of the AdaBoost flow equations coincides with the equations of dynamics of the nonperiodic Toda system written in terms of spectral variables. This establishes a connection between the two seemingly unrelated fields of boosting algorithms and exactly soluble models of classical mechanics. Finally we explain the similarity of the AdaBoost construction with Perelman's ideas to control the Ricci flow.

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