Boosting through optimization of margin distributions.

Boosting has been of great interest recently in the machine learning community because of the impressive performance for classification and regression problems. The success of boosting algorithms may be interpreted in terms of the margin theory. Recently, it has been shown that generalization error of classifiers can be obtained by explicitly taking the margin distribution of the training data into account. Most of the current boosting algorithms in practice usually optimize a convex loss function and do not make use of the margin distribution. In this brief, we design a new boosting algorithm, termed margin-distribution boosting (MDBoost), which directly maximizes the average margin and minimizes the margin variance at the same time. This way the margin distribution is optimized. A totally corrective optimization algorithm based on column generation is proposed to implement MDBoost. Experiments on various data sets show that MDBoost outperforms AdaBoost and LPBoost in most cases.