In machine learning and computational learning theory, LogitBoost is a boosting algorithm formulated by Jerome Friedman, Trevor Hastie, and Robert Tibshirani. The original paper casts the AdaBoost algorithm into a statistical framework. Specifically, if one considers AdaBoost as a generalized additive model and then applies the cost function of logistic regression, one can derive the LogitBoost algorithm.
Minimizing the LogitBoost cost function LogitBoost can be seen as a convex optimization. Specifically, given that we seek an additive model of the form
f = ∑ t α t h t {\displaystyle f=\sum _{t}\alpha _{t}h_{t}}
the LogitBoost algorithm minimizes the logistic loss:
∑ i log ( 1 + e − y i f ( x i ) ) {\displaystyle \sum _{i}\log \left(1+e^{-y_{i}f(x_{i})}\right)}
See also Gradient boosting Logistic model tree
References
