问题
I'm implementing AdaBoost(Boosting) that will use CART and C4.5. I read about AdaBoost, but i can't find good explenation how to join AdaBoost with Decision Trees. Let say i have data set D that have n examples. I split D to TR training examples and TE testing examples. Let say TR.count = m, so i set weights that should be 1/m, then i use TR to build tree, i test it with TR to get wrong examples, and test with TE to calculate error. Then i change weights, and now how i will get next Training Set? What kind of sampling should i use (with or without replacemnet)? I know that new Training Set should focus more on samples that were wrong classified but how can i achieve this? Well how CART or C4.5 will know that they should focus on examples with greater weight?
回答1:
As I know, the TE data sets don't mean to be used to estimate the error rate. The raw data can be split into two parts (one for training, the other for cross validation). Mainly, we have two methods to apply weights on the training data sets distribution. Which method to use is determined by the weak learner you choose.
How to apply the weights?
Re-sample the training data sets without replacement. This method can be viewed as weighted boosting method. The generated re-sampling data sets contain miss-classification instances with higher probability than the correctly classified ones, therefore it force the weak learning algorithm to concentrate on the miss-classified data.
Directly use the weights when learning. Those models include Bayesian Classification, Decision Tree (C4.5 and CART) and so on. With respect to C4.5, we calculate the the gain information (mutation information) to determinate which predictor will be selected as the next node. Hence we can combine the weights and entropy to estimate the measurements. For example, we view the weights as the probability of the sample in the distribution. Given X = [1,2,3,3], weights [3/8,1/16,3/16,6/16 ]. Normally, the cross-entropy of X is (-0.25log(0.25)-0.25log(0.25)-0.5log(0.5)), but with weights taken into consideration, its weighted cross-entropy is (-(3/8)log(3/8)-(1/16)log(1/16)-(9/16log(9/16))). Generally, the C4.5 can be implemented by weighted cross-entropy, and its weight is [1,1,...,1]/N. If you want to implement the AdaboostM.1 with C4.5 algorithmsm you should read some stuff in Page 339, the Elements of Statistical Learning.
来源：https://stackoverflow.com/questions/41194035/how-to-implement-decision-trees-in-boosting