Weighted Sampling for Large-Scale Boosting

This paper addresses the problem of learning from very large databases where batch learning is impractical or even infeasible. Bootstrap is a popular technique applicable in such situations. We show that sampling strategy used for bootstrapping has a significant impact on the resulting classifier performance. We design a new general sampling strategy ”quasi-random weighted sampling + trimming ” (QWS+) that includes well established strategies as special cases. The QWS+ approach minimizes the variance of hypothesis error estimate and leads to significant improvement in performance compared to standard sampling techniques. The superior performance is demonstrated on several problems including profile and frontal face detection. 1