Implements Zhu et al's real adaboost or SAMME.R algorithm
Usage
real_adaboost(formula, data, nIter, ...)
Arguments
formula
Formula for models
data
Input dataframe
nIter
no. of classifiers
...
other optional arguments, not implemented now
Value
object of class real_adaboost
Details
This implements the real adaboost algorithm for a binary classification
task. The target variable must be a factor with exactly two levels.
The final classifier is a linear combination of weak decision tree
classifiers. Real adaboost uses the class probabilities of the weak classifiers
to iteratively update example weights. It has been found to have lower
generalization errors than adaboost.m1 for the same number of iterations.
References
Zhu, Ji, et al. Multi-class adaboost Ann Arbor 1001.48109 (2006): 1612.