Margin Classifier - Margin For Boosting Algorithms

Margin For Boosting Algorithms

The margin for an iterative boosting algorithm given a set of examples with two classes can be defined as follows. The classifier is given an example pair where is a domain space and is the label of the example. The iterative boosting algorithm then selects a classifier at each iteration where is a space of possible classifiers that predict real values. This hypothesis is then weighted by as selected by the boosting algorithm. At iteration, The margin of an example can thus be defined as

By this definition, the margin is positive if the example is labeled correctly and negative is the example is labeled incorrectly.

This definition may be modified and is not the only way to define margin for boosting algorithms. However, there are reasons why this definition may be appealing.

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