Tight Generalization Bound for AdaBoost

Abstract

In this paper we show that the generalization error of AdaBoost is $\Theta\big(\tfrac{d\ln(n\gamma^{2}/d)}{n\gamma^2}+\tfrac{\ln(1/\delta)}{n}\big)$, where $\gamma$ is the advantage guaranteed by the weak learner, $d$ is the VC-dimension of the class containing the weak hypotheses, $n$ is the sample size, and $\delta$ is the confidence parameter. The contribution of this paper is the upper bound; the matching lower bound follows from prior work. The upper bound proof follows by combining the known fact that AdaBoost outputs a voting classifier whose voting function has zero empirical $\gamma/2$-margin loss with what is, to the best of our knowledge, a new margin-based generalization bound for voting classifiers.