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Experiments with AdaBoost.RT, an Improved Boosting Scheme for Regression

d.shrestha{at}unesco-ihe.org

D. P. Solomatine

d.solomatine{at}unesco-ihe.org UNESCO-IHE Institute for Water Education, Westvest 7 Delft, The Netherlands

The application of boosting technique to regression problems has received relatively little attention in contrast to research aimed at classification problems. This letter describes a new boosting algorithm, AdaBoost.RT, for regression problems. Its idea is in filtering out the examples with the relative estimation error that is higher than the preset threshold value, and then following the AdaBoost procedure. Thus, it requires selecting the suboptimal value of the error threshold to demarcate examples as poorly or well predicted. Some experimental results using the M5 model tree as a weak learning machine for several benchmark data sets are reported. The results are compared to other boosting methods, bagging, artificial neural networks, and a single M5 model tree. The preliminary empirical comparisons show higher performance of AdaBoost.RT for most of the considered data sets.