Online boosting algorithm achieves multiaccuracy with residuals orthogonal to weak class

Aaroth · x · 2026-08-14

Aaroth describes how the online boosting algorithm makes probabilistic forecasts that are multiaccurate with respect to the weak class, meaning residuals are orthogonal. If error is high, ex-post reweighting by residual error yields a smooth distribution where no weak learner has non-trivial edge.

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