We examine linear program (LP) approaches to boosting and demonstrate their efficient solution
using LPBoost, a column generation based simplex method. We formulate the problem as if all possible
weak hypotheses had already been generated. The labels produced by the weak hypotheses become
the new feature space of the problem. The boosting task becomes to construct a learning function in
the label space that minimizes misclassification error and maximizes the soft margin. We prove that
for classification, minimizing the 1-norm soft margin error function directly optimizes a generalization
error bound. The equivalent linear program can be efficiently solved using column generation techniques
developed for large-scale optimization problems. The resulting LPBoost algorithm can be used to solve
any LP boosting formulation by iteratively optimizing the dual misclassification costs in a restricted
LP and dynamically generating weak hypotheses to make new LP columns. We provide algorithms for
soft margin classification, confidence-rated, and regression boosting problems. Unlike gradient boosting
algorithms which may converge in the limit only, LPBoost converges in a finite number of iterations to
a global solution satisifying mathematically well-defined optimality conditions. The optimal solutions
of LPBoost are very sparse in contrast with gradient based methods. Computationally, LPBoost is
competitive in quality and computational cost to those of AdaBoost.