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This study proposes a novel boosting algorithm, GibbsBoost. A Gibbs distribution of a weaklearner sequence with a specific loss (energy) function is used in this algorithm as the posterior distribution in Bayesian learning. Weaklearner sequence samples are recursively drawn from the distribution via sequential Monte Carlo. The predictions are derived from a combination of the weaklearner sequence samples. The proposed algorithm is demonstrated by using a numerical example.
Date of Conference: 6-8 Sept. 2006