A new perspective on boosting in linear regression via subgradient optimization and relatives
从次梯度优化及相关方法重新理解线性回归中的提升算法
We analyze boosting algorithms [Ann. Statist. 29 (2001) 1189–1232; Ann. Statist. 28 (2000) 337–407; Ann. Statist. 32 (2004) 407–499] in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting algorithms in linear regression, namely the incremental forward stagewise algorithm ($\\text{FS}_{\\varepsilon}$) and least squares boosting [LS-BOOST$(\\varepsilon)$], can be viewed as subgradient descent to…