Abstract
Boosting has been a very successful technique for solving the two-class classification problem. In going from two-class to multi-class classification, most algorithms have been restricted to reducing the multi-class classification problem to multiple two-class problems. In this paper, we propose a new algorithm that naturally extends the original AdaBoost algorithm to the multiclass case without reducing it to multiple two-class problems. Similar to AdaBoost in the twoclass case, this new algorithm combines weak classifiers and only requires the performance of each weak classifier be better than random guessing (rather than 1/2). We further provide a statistical justification for the new algorithm using a novel multi-class exponential loss function and forward stage-wise additive modeling. As shown in the paper, the new algorithm is extremely easy to implement and is highly competitive with the best currently available multi-class classification methods.
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