In [ ]:
%matplotlib inline

Discrete versus Real AdaBoost

This example is based on Figure 10.2 from Hastie et al 2009 [1] and illustrates the difference in performance between the discrete SAMME [2] boosting algorithm and real SAMME.R boosting algorithm. Both algorithms are evaluated on a binary classification task where the target Y is a non-linear function of 10 input features.

Discrete SAMME AdaBoost adapts based on errors in predicted class labels whereas real SAMME.R uses the predicted class probabilities.

.. [1] T. Hastie, R. Tibshirani and J. Friedman, "Elements of Statistical Learning Ed. 2", Springer, 2009.

.. [2] J. Zhu, H. Zou, S. Rosset, T. Hastie, "Multi-class AdaBoost", 2009.

In [ ]:

# Author: Peter Prettenhofer <[email protected]>,
#         Noel Dawe <[email protected]>
# License: BSD 3 clause

import numpy as np
import matplotlib.pyplot as plt

from sklearn import datasets
from sklearn.tree import DecisionTreeClassifier
from sklearn.metrics import zero_one_loss
from sklearn.ensemble import AdaBoostClassifier

n_estimators = 400
# A learning rate of 1. may not be optimal for both SAMME and SAMME.R
learning_rate = 1.

X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1)

X_test, y_test = X[2000:], y[2000:]
X_train, y_train = X[:2000], y[:2000]

dt_stump = DecisionTreeClassifier(max_depth=1, min_samples_leaf=1), y_train)
dt_stump_err = 1.0 - dt_stump.score(X_test, y_test)

dt = DecisionTreeClassifier(max_depth=9, min_samples_leaf=1), y_train)
dt_err = 1.0 - dt.score(X_test, y_test)

ada_discrete = AdaBoostClassifier(
    algorithm="SAMME"), y_train)

ada_real = AdaBoostClassifier(
    algorithm="SAMME.R"), y_train)

fig = plt.figure()
ax = fig.add_subplot(111)

ax.plot([1, n_estimators], [dt_stump_err] * 2, 'k-',
        label='Decision Stump Error')
ax.plot([1, n_estimators], [dt_err] * 2, 'k--',
        label='Decision Tree Error')

ada_discrete_err = np.zeros((n_estimators,))
for i, y_pred in enumerate(ada_discrete.staged_predict(X_test)):
    ada_discrete_err[i] = zero_one_loss(y_pred, y_test)

ada_discrete_err_train = np.zeros((n_estimators,))
for i, y_pred in enumerate(ada_discrete.staged_predict(X_train)):
    ada_discrete_err_train[i] = zero_one_loss(y_pred, y_train)

ada_real_err = np.zeros((n_estimators,))
for i, y_pred in enumerate(ada_real.staged_predict(X_test)):
    ada_real_err[i] = zero_one_loss(y_pred, y_test)

ada_real_err_train = np.zeros((n_estimators,))
for i, y_pred in enumerate(ada_real.staged_predict(X_train)):
    ada_real_err_train[i] = zero_one_loss(y_pred, y_train)

ax.plot(np.arange(n_estimators) + 1, ada_discrete_err,
        label='Discrete AdaBoost Test Error',
ax.plot(np.arange(n_estimators) + 1, ada_discrete_err_train,
        label='Discrete AdaBoost Train Error',
ax.plot(np.arange(n_estimators) + 1, ada_real_err,
        label='Real AdaBoost Test Error',
ax.plot(np.arange(n_estimators) + 1, ada_real_err_train,
        label='Real AdaBoost Train Error',

ax.set_ylim((0.0, 0.5))
ax.set_ylabel('error rate')

leg = ax.legend(loc='upper right', fancybox=True)