AdaBoost.RT: a boosting algorithm for regression problems

A boosting algorithm, AdaBoost.RT, is proposed for regression problems. The idea is to filter out examples with a relative estimation error that is higher than the pre-set threshold value, and then follow the AdaBoost procedure. Thus it requires to select the sub-optimal value of relative error threshold to demarcate predictions from the predictor as correct or incorrect. Some experimental results using the M5 model tree as a weak learning machine for benchmark data sets and for hydrological modeling are reported, and compared to other boosting methods, bagging and artificial neural networks, and to a single M5 model tree. AdaBoost.Rt is proved to perform better on most of the considered data sets.