Gunnar Rätsch, Takashi Onoda, Klaus R. Müller
Boosting methods maximize a hard classification margin and are known as powerful techniques that do not exhibit overfitting for low noise cases. Also for noisy data boosting will try to enforce a hard margin and thereby give too much weight to outliers, which then leads to the dilemma of non-smooth fits and overfitting. Therefore we propose three algorithms to allow for soft margin classification by introducing regularization with slack variables into the boosting concept: (1) AdaBoostreg and regularized versions of (2) linear and (3) quadratic programming AdaBoost. Experiments show the usefulness of the proposed algorithms in comparison to another soft margin classifier: the support vector machine.