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Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors

Chat With Traders

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Ada Boost: A Machine Learning Algorithm That Gets the Answer Right

Ada boost is a machine learning algorithm that tries to take multiple, uh, classifiers and combine them together. There's actually some implementations of ada boost being worked on by quantopians chief data scientist Thomas Wiecky. In computer science you run it thousands or tens of thousands of times in order to get an answer right 51% of the time. The algorithms don't trust any individual expert but try to get at what signal is existing across this entire set of experts.

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