MP-Boost: Minipatch Boosting via Adaptive Feature and Observation Sampling
MP-Boost: Minipatch Boosting via Adaptive Feature and Observation Sampling
Boosting methods are among the best general-purpose and off-the-shelf machine learning approaches, gaining widespread popularity. In this paper, we seek to develop a boosting method that yields comparable accuracy to popular AdaBoost and gradient boosting methods, yet is faster computationally and whose solution is more interpretable. We achieve this by …