The Dynamics of AdaBoost: Cyclic Behavior and Convergence of Margins
Cynthia Rudin, Ingrid Daubechies, Robert E. Schapire; 5(Dec):1557--1595, 2004.
AbstractIn order to study the convergence properties of the AdaBoost algorithm, we reduce AdaBoost to a nonlinear iterated map and study the evolution of its weight vectors. This dynamical systems approach allows us to understand AdaBoost's convergence properties completely in certain cases; for these cases we find stable cycles, allowing us to explicitly solve for AdaBoost's output.
Using this unusual technique, we are able to show that AdaBoost
does not always converge to a maximum margin combined classifier,
answering an open question. In addition, we show that
"non-optimal" AdaBoost (where the weak learning algorithm does
not necessarily choose the best weak classifier at each iteration)
may fail to converge to a maximum margin classifier, even if
"optimal" AdaBoost produces a maximum margin. Also, we show that
if AdaBoost cycles, it cycles among "support vectors", i.e.,
examples that achieve the same smallest margin.