Question: 7.4 Weighted instances. Let the training sample be S = ((x1; y1); : : : ; (xm; ym)). Suppose we wish to penalize di erently

7.4 Weighted instances. Let the training sample be S = ((x1; y1); : : : ; (xm; ym)).

Suppose we wish to penalize di erently errors made on xi versus xj . To do that, we associate some non-negative importance weight wi to each point xi and de ne the objective function F( ) = Pm i=1 wie????yif(xi), where f = PT t=1 tht. Show that this function is convex and di erentiable and use it to derive a boostingtype algorithm.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Pattern Recognition And Machine Learning Questions!