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AdaBoost Clearly Explained

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StatQuest with Josh Starmer

AdaBoost is one of those machine learning methods that seems so much more confusing than it really is. It's really just a simple twist on decision trees and random forests.

NOTE: This video assumes you already know about Decision Trees...
   • Decision and Classification Trees, Cl...  
...and Random Forests....
   • StatQuest: Random Forests Part 1  Bu...  

For a complete index of all the StatQuest videos, check out:
https://statquest.org/videoindex/

Sources:
The original AdaBoost paper by Robert E. Schapire and Yoav Freund
https://www.sciencedirect.com/science...

And a follow up by cocreated Schapire:
http://rob.schapire.net/papers/explai...

The idea of using the weights to resample the original dataset comes from Boosting Foundations and Algorithms, by Robert E. Schapire and Yoav Freund
https://mitpress.mit.edu/books/boosting

Lastly, Chris McCormick's tutorial was super helpful:
http://mccormickml.com/2013/12/13/ada...

If you'd like to support StatQuest, please consider...

Buying The StatQuest Illustrated Guide to Machine Learning!!!
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Patreon:   / statquest  
...or...
YouTube Membership:    / @statquest  

...a cool StatQuest tshirt or sweatshirt:
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https://joshuastarmer.bandcamp.com/

...or just donating to StatQuest!
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Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter:
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0:00 Awesome song and introduction
0:56 The three main ideas behind AdaBoost
3:30 Review of the three main ideas
3:58 Building a stump with the GINI index
6:27 Determining the Amount of Say for a stump
10:45 Updating sample weights
14:47 Normalizing the sample weights
15:32 Using the normalized weights to make the second stump
19:06 Using stumps to make classifications
19:51 Review of the three main ideas behind AdaBoost

Correction:
10:18. The Amount of Say for Chest Pain = (1/2)*log((1(3/8))/(3/8)) = 1/2*log(5/8/3/8) = 1/2*log(5/3) = 0.25, not 0.42.

#statquest #adaboost

posted by TubErrobeBory8y