Browsing by Subject "Boosted regression"
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Item Open Access Boosted adaptive filters(Bilkent University, 2017-07) Kari, DariushWe investigate boosted online regression and propose a novel family of regression algorithms with strong theoretical bounds. In addition, we implement several variants of the proposed generic algorithm. We specifically provide theoretical bounds for the performance of our proposed algorithms that hold in a strong mathematical sense. We achieve guaranteed performance improvement over the conventional online regression methods without any statistical assumptions on the desired data or feature vectors. We demonstrate an intrinsic relationship, in terms of boosting, between the adaptive mixture-of-experts and data reuse algorithms. Furthermore, we introduce a boosting algorithm based on random updates that is significantly faster than the conventional boosting methods and other variants of our proposed algorithms while achieving an enhanced performance gain. Hence, the random updates method is specifically applicable to the fast and high dimensional streaming data. Specifically, we investigate Recursive Least Squares (RLS)-based and Least Mean Squares (LMS)-based linear regression algorithms in a mixture-of-experts setting, and provide several variants of these well known adaptation methods. Moreover, we extend the proposed algorithms to other filters. Specifically, we investigate the effect of the proposed algorithms on piecewise linear filters. Furthermore, we provide theoretical bounds for the computational complexity of our proposed algorithms. We demonstrate substantial performance gains in terms of mean square error over the constituent filters through an extensive set of benchmark real data sets and simulated examples.Item Open Access Online boosting algorithm for regression with additive and multiplicative updates(IEEE, 2018-05) Mirza, Ali H.In this paper, we propose a boosted regression algorithm in an online framework. We have a linear combination of the estimated output for each weak learner and weigh each of the estimated output differently by introducing ensemble coefficients. We then update the ensemble weight coefficients using both additive and multiplicative updates along with the stochastic gradient updates of the regression weight coefficients. We make the proposed algorithm robust by introducing two critical factors; significance and penalty factor. These two factors play a crucial role in the gradient updates of the regression weight coefficients and in increasing the regression performance. The proposed algorithm is guaranteed to converge in terms of exponentially decaying regret bound in terms of number of weak learners. We then demonstrate the performance of our proposed algorithm on both synthetic as well as real-life data sets.