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

Methods to Improve the Prediction Accuracy and Performance of Ensemble Models

The application of ensemble predictive models has been an important research area in predicting medical diagnostics, engineering diagnostics, and other related smart devices and related technologies. Most of the current predictive models are complex and not reliable despite numerous efforts in the past by the research community. The performance accuracy of the predictive models have not always been realised due to many factors such as complexity and class imbalance. Therefore there is a need to improve the predictive accuracy of current ensemble models and to enhance their applications and reliability and non-visual predictive tools. The research work presented in this thesis has adopted a pragmatic phased approach to propose and develop new ensemble models using multiple methods and validated the methods through rigorous testing and implementation in different phases. The first phase comprises of empirical investigations on standalone and ensemble algorithms that were carried out to ascertain their performance effects on complexity and simplicity of the classifiers. The second phase comprises of an improved ensemble model based on the integration of Extended Kalman Filter (EKF), Radial Basis Function Network (RBFN) and AdaBoost algorithms. The third phase comprises of an extended model based on early stop concepts, AdaBoost algorithm, and statistical performance of the training samples to minimize overfitting performance of the proposed model. The fourth phase comprises of an enhanced analytical multivariate logistic regression predictive model developed to minimize the complexity and improve prediction accuracy of logistic regression model. To facilitate the practical application of the proposed models; an ensemble non-invasive analytical tool is proposed and developed. The tool links the gap between theoretical concepts and practical application of theories to predict breast cancer survivability. The empirical findings suggested that: (1) increasing the complexity and topology of algorithms does not necessarily lead to a better algorithmic performance, (2) boosting by resampling performs slightly better than boosting by reweighting, (3) the prediction accuracy of the proposed ensemble EKF-RBFN-AdaBoost model performed better than several established ensemble models, (4) the proposed early stopped model converges faster and minimizes overfitting better compare with other models, (5) the proposed multivariate logistic regression concept minimizes the complexity models (6) the performance of the proposed analytical non-invasive tool performed comparatively better than many of the benchmark analytical tools used in predicting breast cancers and diabetics ailments. The research contributions to ensemble practice are: (1) the integration and development of EKF, RBFN and AdaBoost algorithms as an ensemble model, (2) the development and validation of ensemble model based on early stop concepts, AdaBoost, and statistical concepts of the training samples, (3) the development and validation of predictive logistic regression model based on breast cancer, and (4) the development and validation of a non-invasive breast cancer analytic tools based on the proposed and developed predictive models in this thesis. To validate prediction accuracy of ensemble models, in this thesis the proposed models were applied in modelling breast cancer survivability and diabetics’ diagnostic tasks. In comparison with other established models the simulation results of the models showed improved predictive accuracy. The research outlines the benefits of the proposed models, whilst proposes new directions for future work that could further extend and improve the proposed models discussed in this thesis

Neuroevolutionary reinforcement learning for generalized control of simulated helicopters

This article presents an extended case study in the application of neuroevolution to generalized simulated helicopter hovering, an important challenge problem for reinforcement learning. While neuroevolution is well suited to coping with the domain’s complex transition dynamics and high-dimensional state and action spaces, the need to explore efficiently and learn on-line poses unusual challenges. We propose and evaluate several methods for three increasingly challenging variations of the task, including the method that won first place in the 2008 Reinforcement Learning Competition. The results demonstrate that (1) neuroevolution can be effective for complex on-line reinforcement learning tasks such as generalized helicopter hovering, (2) neuroevolution excels at finding effective helicopter hovering policies but not at learning helicopter models, (3) due to the difficulty of learning reliable models, model-based approaches to helicopter hovering are feasible only when domain expertise is available to aid the design of a suitable model representation and (4) recent advances in efficient resampling can enable neuroevolution to tackle more aggressively generalized reinforcement learning tasks

An insight into the experimental design for credit risk and corporate bankruptcy prediction systems

Over the last years, it has been observed an increasing interest of the finance and business communities in any application tool related to the prediction of credit and bankruptcy risk, probably due to the need of more robust decision-making systems capable of managing and analyzing complex data. As a result, plentiful techniques have been developed with the aim of producing accurate prediction models that are able to tackle these issues. However, the design of experiments to assess and compare these models has attracted little attention so far, even though it plays an important role in validating and supporting the theoretical evidence of performance. The experimental design should be done carefully for the results to hold significance; otherwise, it might be a potential source of misleading and contradictory conclusions about the benefits of using a particular prediction system. In this work, we review more than 140 papers published in refereed journals within the period 2000–2013, putting the emphasis on the bases of the experimental design in credit scoring and bankruptcy prediction applications. We provide some caveats and guidelines for the usage of databases, data splitting methods, performance evaluation metrics and hypothesis testing procedures in order to converge on a systematic, consistent validation standard.This work has partially been supported by the Mexican Science and Technology Council (CONACYT-Mexico) through a Postdoctoral Fellowship [223351], the Spanish Ministry of Economy under grant TIN2013-46522-P and the Generalitat Valenciana under grant PROMETEOII/2014/062

An Evolutionary Neural Network Approach for Slopes Stability Assessment

A current big challenge for developed or developing countries is how to keep large-scale transportation infrastructure networks operational under all conditions. Network extensions and budgetary constraints for maintenance purposes are among the main factors that make transportation network management a non-trivial task. On the other hand, the high number of parameters affecting the stability condition of engineered slopes makes their assessment even more complex and difficult to accomplish. Aiming to help achieve the more efficient management of such an important element of modern society, a first attempt at the development of a classification system for rock and soil cuttings, as well as embankments based on visual features, was made in this paper using soft computing algorithms. The achieved results, although interesting, nevertheless have some important limitations to their successful use as auxiliary tools for transportation network management tasks. Accordingly, we carried out new experiments through the combination of modern optimization and soft computing algorithms. Thus, one of the main challenges to overcome is related to the selection of the best set of input features for a feedforward neural network for earthwork hazard category (EHC) identification. We applied a genetic algorithm (GA) for this purpose. Another challenging task is related to the asymmetric distribution of the data (since typically good conditions are much more common than bad ones). To address this question, three training sampling approaches were explored: no resampling, the synthetic minority oversampling technique (SMOTE), and oversampling. Some relevant observations were taken from the optimization process, namely, the identification of which variables are more frequently selected for EHC identification. After finding the most efficient models, a detailed sensitivity analysis was applied over the selected models, allowing us to measure the relative importance of each attribute in EHC identification