What's the difference between these two boosting algorithms? When would I use one instead of the other?
asked Jan 23 '12 at 16:55
AdaBoost minimizes an exponential loss. LogitBoost minimizes the logistic loss. LogitBoost places less emphasis on examples that are very badly classified.
It's an empirical question, but the intuition is that LogitBoost is more appropriate when there is noise in the labels. Without knowing anything about the data, my bias is that data will have noise and you should minimize the logistic loss.
answered Jan 26 '12 at 04:14
Joseph Turian ♦♦