Ensemble deep learning: A review

Ensemble learning combines several individual models to obtain better generalization performance. Currently, deep learning models with multilayer processing architecture is showing better performance as compared to the shallow or traditional classification models. Deep ensemble learning models combine the advantages of both the deep learning models as well as the ensemble learning such that the final model has better generalization performance. This paper reviews the state-of-art deep ensemble models and hence serves as an extensive summary for the researchers. The ensemble models are broadly categorised into ensemble models like bagging, boosting and stacking, negative correlation based deep ensemble models, explicit/implicit ensembles, homogeneous /heterogeneous ensemble, decision fusion strategies, unsupervised, semi-supervised, reinforcement learning and online/incremental, multilabel based deep ensemble models. Application of deep ensemble models in different domains is also briefly discussed. Finally, we conclude this paper with some future recommendations and research directions

Online Metric-Weighted Linear Representations for Robust Visual Tracking

In this paper, we propose a visual tracker based on a metric-weighted linear representation of appearance. In order to capture the interdependence of different feature dimensions, we develop two online distance metric learning methods using proximity comparison information and structured output learning. The learned metric is then incorporated into a linear representation of appearance. We show that online distance metric learning significantly improves the robustness of the tracker, especially on those sequences exhibiting drastic appearance changes. In order to bound growth in the number of training samples, we design a time-weighted reservoir sampling method. Moreover, we enable our tracker to automatically perform object identification during the process of object tracking, by introducing a collection of static template samples belonging to several object classes of interest. Object identification results for an entire video sequence are achieved by systematically combining the tracking information and visual recognition at each frame. Experimental results on challenging video sequences demonstrate the effectiveness of the method for both inter-frame tracking and object identification.Comment: 51 pages. Appearing in IEEE Transactions on Pattern Analysis and Machine Intelligenc

Boosted p-Values for High-Dimensional Vector Autoregression

Assessing the statistical significance of parameter estimates is an important step in high-dimensional vector autoregression modeling. Using the least-squares boosting method, we compute the p-value for each selected parameter at every boosting step in a linear model. The p-values are asymptotically valid and also adapt to the iterative nature of the boosting procedure. Our simulation experiment shows that the p-values can keep false positive rate under control in high-dimensional vector autoregressions. In an application with more than 100 macroeconomic time series, we further show that the p-values can not only select a sparser model with good prediction performance but also help control model stability. A companion R package boostvar is developed

Model structure selection using an integrated forward orthogonal search algorithm assisted by squared correlation and mutual information

Model structure selection plays a key role in non-linear system identification. The first step in non-linear system identification is to determine which model terms should be included in the model. Once significant model terms have been determined, a model selection criterion can then be applied to select a suitable model subset. The well known Orthogonal Least Squares (OLS) type algorithms are one of the most efficient and commonly used techniques for model structure selection. However, it has been observed that the OLS type algorithms may occasionally select incorrect model terms or yield a redundant model subset in the presence of particular noise structures or input signals. A very efficient Integrated Forward Orthogonal Search (IFOS) algorithm, which is assisted by the squared correlation and mutual information, and which incorporates a Generalised Cross-Validation (GCV) criterion and hypothesis tests, is introduced to overcome these limitations in model structure selection

LARSEN-ELM: Selective Ensemble of Extreme Learning Machines using LARS for Blended Data

Extreme learning machine (ELM) as a neural network algorithm has shown its good performance, such as fast speed, simple structure etc, but also, weak robustness is an unavoidable defect in original ELM for blended data. We present a new machine learning framework called LARSEN-ELM for overcoming this problem. In our paper, we would like to show two key steps in LARSEN-ELM. In the first step, preprocessing, we select the input variables highly related to the output using least angle regression (LARS). In the second step, training, we employ Genetic Algorithm (GA) based selective ensemble and original ELM. In the experiments, we apply a sum of two sines and four datasets from UCI repository to verify the robustness of our approach. The experimental results show that compared with original ELM and other methods such as OP-ELM, GASEN-ELM and LSBoost, LARSEN-ELM significantly improve robustness performance while keeping a relatively high speed.Comment: Accepted for publication in Neurocomputing, 01/19/201