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AN OPTIMAL BOOSTING ALGORITHM BASED ON NONLINEAR CONJUGATE GRADIENT METHOD

  • CHOI, JOOYEON (DEPARTMENT OF MATHEMATICS, EWHA WOMANS UNIVERSITY) ;
  • JEONG, BORA (DEPARTMENT OF MATHEMATICS, EWHA WOMANS UNIVERSITY) ;
  • PARK, YESOM (DEPARTMENT OF MATHEMATICS, EWHA WOMANS UNIVERSITY) ;
  • SEO, JIWON (DEPARTMENT OF MATHEMATICS, EWHA WOMANS UNIVERSITY) ;
  • MIN, CHOHONG (DEPARTMENT OF MATHEMATICS, EWHA WOMANS UNIVERSITY)
  • Received : 2018.01.14
  • Accepted : 2018.03.07
  • Published : 2018.03.25

Abstract

Boosting, one of the most successful algorithms for supervised learning, searches the most accurate weighted sum of weak classifiers. The search corresponds to a convex programming with non-negativity and affine constraint. In this article, we propose a novel Conjugate Gradient algorithm with the Modified Polak-Ribiera-Polyak conjugate direction. The convergence of the algorithm is proved and we report its successful applications to boosting.

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