AdaBoost

AdaBoost via Weighted Least Squares

This is a code for AdaBoost via Weighted Least Squares.

experiment

I used breast cancer datasets from sk-learn. choose 80% of data as training data and 20% of data as test data. confusion matrix of test data is as follows. It showed accuracy of 95.6%.

confusion matrix

|Actual class|--Predic class---|
|------------|Positive|Negative|
|--Positive--|---43---|----4---|
|--Negative--|----1---|---66---|

Algorithm

Initialize weights for n = 1, ..., N

for m = 1, ..., M

calculate error rate and reliablity

update weights

make a predictor