MATLAB: Adaboost Learning Rate in Matlab Documentation

Question

Hey,

the description of Adaboost allows to set a learn rate.

https://de.mathworks.com/help/stats/fitcensemble.html

However, the learn rate typically refers to Gradient Boosting. Could anyone explain to me what Matlab is doing when AdaboostM1 is applied.

Thanks for your help!

Answer 1

Hi,

The LearnRate option in AdaBoostM1 tells about the learning rate of shrinkage which is essentially the shrink in contribution of each new base-model learned in the ensemble. This parameter controls how much the new model contributes to existing one. Normally if the LearnRate is too small it will require more iterations to get trained and will be more accurate. AdaBoostM1 is used for binary classification problem only.