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We examine linear program (LP) approaches to boosting and demonstrate their efficient solution using LPBoost, a column generation based simplex method. We formulate the problem as if all possible weak hypotheses had already been generated. The labels produced by the weak hypotheses become the new feature space of the problem. The boosting task becomes to construct a learning function in the label...
We examine methods for constructing regression ensembles based on a linear program (LP). The ensemble regression function consists of linear combinations of base hypotheses generated by some boosting-type base learning algorithm. Unlike the classification case, for regression the set of possible hypotheses producible by the base learning algorithm may be infinite. We explicitly tackle the issue of...
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