Comment: Boosting Algorithms: Regularization, Prediction and Model Fitting

TL;DR

This paper provides a comprehensive, high-level overview of boosting algorithms, their interpretations, and diverse applications in statistical modeling, highlighting recent extensions and practical software tools for experimentation.

Contribution

It offers a coherent interpretation of boosting, explores its extensions beyond classification, and discusses recent developments in regularization and model selection.

Findings

Boosting has broad applications from classification to survival analysis.

Recent work extends boosting to regularization and model selection.

Software tools facilitate experimentation with boosting methods.

Abstract

The authors are doing the readers of Statistical Science a true service with a well-written and up-to-date overview of boosting that originated with the seminal algorithms of Freund and Schapire. Equally, we are grateful for high-level software that will permit a larger readership to experiment with, or simply apply, boosting-inspired model fitting. The authors show us a world of methodology that illustrates how a fundamental innovation can penetrate every nook and cranny of statistical thinking and practice. They introduce the reader to one particular interpretation of boosting and then give a display of its potential with extensions from classification (where it all started) to least squares, exponential family models, survival analysis, to base-learners other than trees such as smoothing splines, to degrees of freedom and regularization, and to fascinating recent work in model selection. The uninitiated reader will find that the authors did a nice job of presenting a certain coherent and useful interpretation of boosting. The other reader, though, who has watched the business of boosting for a while, may have quibbles with the authors over details of the historic record and, more importantly, over their optimism about the current state of theoretical knowledge. In fact, as much as ``the statistical view'' has proven fruitful, it has also resulted in some ideas about why boosting works that may be misconceived, and in some recommendations that may be misguided. [arXiv:0804.2752]