Developer Guide for Intel® Data Analytics Acceleration Library 2016 Update 4
Given n feature vectors x 1=(x 11,…,x 1p ),..., x n =(x n1,…,x np ) of size p, a vector of class labels y=(y 1,…,y n ), where y i ∈ K = {-1, 1} describes the class to which the feature vector x i belongs, and a weak learner algorithm, the problem is to build an AdaBoost classifier.
The following scheme shows the major steps of the algorithm:
Initialize weights D 1(i) = 1/n for i = 1,...,n
For t = 1,...,T:
Train the weak learner h t (t) ∈ {-1, 1} using weights D t
Choose a confidence value α t
Update
where Z t is a normalization factor
Output the final hypothesis:
Given the AdaBoost classifier and r feature vectors x 1,…,x r , the problem is to calculate the final class