Popular Ensemble Methods: An Empirical Study

An ensemble consists of a set of individually trained classifiers (such as neural networks or decision trees) whose predictions are combined when classifying novel instances. Previous research has shown that an ensemble is often more accurate than any of the single classifiers in the ensemble. Bagging (Breiman, 1996c) and Boosting (Freund and Shapire, 1996; Shapire, 1990) are two relatively new but popular methods for producing ensembles. In this paper we evaluate these methods on 23 data sets using both neural networks and decision trees as our classification algorithm. Our results clearly indicate a number of conclusions. First, while Bagging is almost always more accurate than a single classifier, it is sometimes much less accurate than Boosting. On the other hand, Boosting can create ensembles that are less accurate than a single classifier -- especially when using neural networks. Analysis indicates that the performance of the Boosting methods is dependent on the characteristics of the data set being examined. In fact, further results show that Boosting ensembles may overfit noisy data sets, thus decreasing its performance. Finally, consistent with previous studies, our work suggests that most of the gain in an ensemble's performance comes in the first few classifiers combined; however, relatively large gains can be seen up to 25 classifiers when Boosting decision trees

Vote-boosting ensembles

Vote-boosting is a sequential ensemble learning method in which the individual classifiers are built on different weighted versions of the training data. To build a new classifier, the weight of each training instance is determined in terms of the degree of disagreement among the current ensemble predictions for that instance. For low class-label noise levels, especially when simple base learners are used, emphasis should be made on instances for which the disagreement rate is high. When more flexible classifiers are used and as the noise level increases, the emphasis on these uncertain instances should be reduced. In fact, at sufficiently high levels of class-label noise, the focus should be on instances on which the ensemble classifiers agree. The optimal type of emphasis can be automatically determined using cross-validation. An extensive empirical analysis using the beta distribution as emphasis function illustrates that vote-boosting is an effective method to generate ensembles that are both accurate and robust

Localized Regression

The main problem with localized discriminant techniques is the curse of dimensionality, which seems to restrict their use to the case of few variables. This restriction does not hold if localization is combined with a reduction of dimension. In particular it is shown that localization yields powerful classifiers even in higher dimensions if localization is combined with locally adaptive selection of predictors. A robust localized logistic regression (LLR) method is developed for which all tuning parameters are chosen data¡adaptively. In an extended simulation study we evaluate the potential of the proposed procedure for various types of data and compare it to other classification procedures. In addition we demonstrate that automatic choice of localization, predictor selection and penalty parameters based on cross validation is working well. Finally the method is applied to real data sets and its real world performance is compared to alternative procedures

CSNL: A cost-sensitive non-linear decision tree algorithm

This article presents a new decision tree learning algorithm called CSNL that induces Cost-Sensitive Non-Linear decision trees. The algorithm is based on the hypothesis that nonlinear decision nodes provide a better basis than axis-parallel decision nodes and utilizes discriminant analysis to construct nonlinear decision trees that take account of costs of misclassification. The performance of the algorithm is evaluated by applying it to seventeen datasets and the results are compared with those obtained by two well known cost-sensitive algorithms, ICET and MetaCost, which generate multiple trees to obtain some of the best results to date. The results show that CSNL performs at least as well, if not better than these algorithms, in more than twelve of the datasets and is considerably faster. The use of bagging with CSNL further enhances its performance showing the significant benefits of using nonlinear decision nodes. The performance of the algorithm is evaluated by applying it to seventeen data sets and the results are compared with those obtained by two well known cost-sensitive algorithms, ICET and MetaCost, which generate multiple trees to obtain some of the best results to date. The results show that CSNL performs at least as well, if not better than these algorithms, in more than twelve of the data sets and is considerably faster. The use of bagging with CSNL further enhances its performance showing the significant benefits of using non-linear decision nodes

Random Prism: An Alternative to Random Forests.

Ensemble learning techniques generate multiple classifiers, so called base classifiers, whose combined classification results are used in order to increase the overall classification accuracy. In most ensemble classifiers the base classifiers are based on the Top Down Induction of Decision Trees (TDIDT) approach. However, an alternative approach for the induction of rule based classifiers is the Prism family of algorithms. Prism algorithms produce modular classification rules that do not necessarily fit into a decision tree structure. Prism classification rulesets achieve a comparable and sometimes higher classification accuracy compared with decision tree classifiers, if the data is noisy and large. Yet Prism still suffers from overfitting on noisy and large datasets. In practice ensemble techniques tend to reduce the overfitting, however there exists no ensemble learner for modular classification rule inducers such as the Prism family of algorithms. This article describes the first development of an ensemble learner based on the Prism family of algorithms in order to enhance Prism’s classification accuracy by reducing overfitting