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First train the
base classifier on all the training
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data with equal
importance weights on each
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case.
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Then re-weight
the training data to emphasize
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the hard cases
and train a second model.
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How
do we re-weight the data? Maybe some
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theory
can help.
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Keep training
new models on re-weighted data
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Finally, use a
weighted committee of all the
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models for the
test data.
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How
do we weight the models in the
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committee?
Maybe some theory can help.
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