Fast Training of Effective Multi-class Boosting Using Coordinate Descent Optimization

We present a novel column generation based boosting method for multi-class classification. Our multi-class boosting is formulated in a single optimization problem as in [1, 2]. Different from most existing multi-class boosting methods, which use the same set of weak learners for all the classes, we train class specified weak learners (i.e., each class has a different set of weak learners). We show that using separate weak learner sets for each class leads to fast convergence, without introducing additional computational overhead in the training procedure. To further make the training more efficient and scalable, we also propose a fast coordinate descent method for solving the optimization problem at each boosting iteration. The proposed coordinate descent method is conceptually simple and easy to implement in that it is a closed-form solution for each coordinate update. Experimental results on a variety of datasets show that, compared to a range of existing multi-class boosting methods, the proposed method has much faster convergence rate and better generalization performance in most cases. We also empirically show that the proposed fast coordinate descent algorithm needs less training time than the MultiBoost algorithm in Shen and Hao [1].