Totally Corrective Boosting for Regularized Risk Minimization
  Consideration of the primal and dual problems together leads to important new
insights into the characteristics of boosting algorithms. In this work, we
propose a general framework that can be used to design new boosting algorithms.
A wide variety of machine learning problems essentially minimize a regularized
risk functional. We show that the proposed boosting framework, termed CGBoost,
can accommodate various loss functions and different regularizers in a
totally-corrective optimization fashion. We show that, by solving the primal
rather than the dual, a large body of totally-corrective boosting algorithms
can actually be efficiently solved and no sophisticated convex optimization
solvers are needed. We also demonstrate that some boosting algorithms like
AdaBoost can be interpreted in our framework--even their optimization is not
totally corrective. We empirically show that various boosting algorithms based
on the proposed framework perform similarly on the UCIrvine machine learning
datasets [1] that we have used in the experiments.
