 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
• |
Re-weighting
the data: In boosting, we learn
a
|
|
|
sequence of
simple models. After learning each model,
|
|
|
we re-weight the
data so that the next model learns to
|
|
|
deal with the
cases that the previous models found
|
|
|
difficult.
|
|
|
|
– |
There
is a nice guarantee that the overall model
|
|
|
gets
better.
|
|
|
• |
Projecting
the data: In PCA, we find the leading
|
|
|
eigenvector and
then project the data into the
|
|
|
orthogonal
subspace.
|
|
|
• |
Distorting
the data: In projection pursuit,
we find a non-
|
|
|
Gaussian
direction and then distort the data so that it is
|
|
Gaussian along
this direction.
|
|