Non-convex cost functionals in boosting algorithms and methods for panel selection
<|reference_start|>Non-convex cost functionals in boosting algorithms and methods for panel selection: In this document we propose a new improvement for boosting techniques as proposed in Friedman '99 by the use of non-convex cost functional. The idea is to introduce a correlation term to better deal with forecasting of additive time series. The problem is discussed in a theoretical way to prove the existence of minimizing sequence, and in a numerical way to propose a new "ArgMin" algorithm. The model has been used to perform the touristic presence forecast for the winter season 1999/2000 in Trentino (italian Alps).<|reference_end|>
@article{visentin2001non-convex,
    title={Non-convex cost functionals in boosting algorithms and methods for panel
  selection},
    author={Marco Visentin},
    journal={arXiv preprint arXiv:cs/0102015},
    year={2001},
    archivePrefix={arXiv},
    eprint={cs/0102015},
    primaryClass={cs.NE cs.LG cs.NA math.NA}
}