Ridge Boosting is Both Robust and Efficient
岭提升兼具稳健性与有效性
Estimators in statistics and machine learning must typically trade off between efficiency, having low variance for a fixed target, and distributional robustness, such as multiaccuracy, or having low bias over a range of possible targets. In this paper, we consider a simple estimator, ridge boosting: starting with any initial predictor, perform a single boosting step with (kernel) ridge regression. Surprisingly, we show that ridge boosting simultaneously achieves both…