A correction on TangentBoost algorithm. (English) Zbl 1416.62363

Summary: TangentBoost is a robust boosting algorithm. The method combines loss function and weak classifiers. In addition, TangentBoost gives penalties not only misclassification but also true classification margin in order to get more stable classifiers. Despite the fact that the method is good one in object tracking, propensity scores are obtained improperly in the algorithm. The problem causes mislabeling of observations in the statistical classification. In this paper, there is a correction proposal for TangentBoost algorithm. After the correction on the algorithm, there is a simulation study for the new algorithm. The results show that correction on the algorithm is useful for binary classification.


62H30 Classification and discrimination; cluster analysis (statistical aspects)
62G35 Nonparametric robustness
62F40 Bootstrap, jackknife and other resampling methods
62F35 Robustness and adaptive procedures (parametric inference)
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