reported in his obituary in The New York Times:

Albert Ellis, founder of Rational-Emotive Behavior Therapy, is affectionately regarded as the grandfather of Cognitive Behavioral Therapy.  At 19 he was painfully shy and eager to change his behavior. In one exercise he staked out a bench in a park near his home, determined to talk to every woman who sat there alone. In one month, he said, he approached 130 women. “Thirty walked away immediately,” he said in the Times interview. “I talked with the other 100, for the first time in my life, no matter how anxious I was. Nobody vomited and ran away. Nobody called the cops.” Though he got only one date as a result, his shyness disappeared, he said.He similarly overcame a fear of speaking in public by making himself do just that, over and over. He became an accomplished public speaker.“The trouble with most therapy is that it helps you feel better,” he told The New York Times in an interview in 2004.  “But you don’t get better. You have to back it up with action, action, action.”