ProBoost, a new boosting algorithm for probabilistic classifiers, is proposed in this work. This algorithm uses the epistemic uncertainty of each training sample to determine the most challenging/uncertain ones; the relevance of these samples is then increased for the next weak learner, producing a sequence that progressively focuses on the samples found to have the highest uncertainty. In the end, the weak learners' outputs are combined into a weighted ensemble of classifiers. Three methods are proposed to manipulate the training set: undersampling, oversampling, and weighting the training samples according to the uncertainty estimated by the weak learners. Furthermore, two approaches are studied regarding the ensemble combination. The weak learner herein considered is a standard convolutional neural network, and the probabilistic models underlying the uncertainty estimation use either variational inference or Monte Carlo dropout. The experimental evaluation carried out on MNIST benchmark datasets shows that ProBoost yields a significant performance improvement. The results are further highlighted by assessing the relative achievable improvement, a metric proposed in this work, which shows that a model with only four weak learners leads to an improvement exceeding 12% in this metric (for either accuracy, sensitivity, or specificity), in comparison to the model learned without ProBoost.

本文提出了一种新的增强算法 ProBoost，它利用每个训练样本的认识不确定性确定最具挑战性/不确定性的样本，从而使得下一个弱学习器的相关性得到提高，生成一个逐渐聚焦于具有最高不确定性的样本的序列。此外，还介绍了三种操作训练集的方法和两种集成组合的方法，并对基于变分推断或蒙特卡洛丢失的不确定性估计的概率模型进行了研究。在MNIST基准数据集上进行的实验评估表明，ProBoost能够显著提高性能。

ProBoost: 概率分类器的增强方法