A new online forecasting algorithm, the Defensive Booster, unifies online gradient boosting's squared-error guarantee with weak-to-strong classification boosting's error guarantee, using a single weak learner.
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Defensive Boosting for Online Probabilistic Forecasting
A new online forecasting algorithm, the Defensive Booster, unifies online gradient boosting's squared-error guarantee with weak-to-strong classification boosting's error guarantee, using a single weak learner.