[davidsrosenberg]

I imagine Breiman was just talking about bagging-style parallel ensembles, when he was talking about variance reduction, not boosting-style sequential ensembles. Not long before he died, he was still actively trying to figure out why AdaBoost “works”. Don’t think he claimed to really understand that. He had experimental results that disputed the “it’s just maximizing the margin” explanation.

Saw the comments above — are you from a stats or ML background, or neither?

[srean]

I am more ML than stats. BTW Brieman believed the same for Boosting. Later he got a little unsure. You will find this in his writings on Boosting

[davidsrosenberg]

Interesting -- if you've got a link, please post it.

[srean]

You can take a look at his technical reports from 2001 onwards, lot of very interesting material, lot of back forth between Freund, Schapire and Brieman in those. The reports continue to be hosted on Brieman's home page.