Statistical Mechanics of Linear and Nonlinear Time-Domain Ensemble Learning

Conventional ensemble learning combines students in the space domain. In this paper, however, we combine students in the time domain and call it time-domain ensemble learning. We analyze, compare, and discuss the generalization performances regarding time-domain ensemble learning of both a linear model and a nonlinear model. Analyzing in the framework of online learning using a statistical mechanical method, we show the qualitatively different behaviors between the two models. In a linear model, the dynamical behaviors of the generalization error are monotonic. We analytically show that time-domain ensemble learning is twice as effective as conventional ensemble learning. Furthermore, the generalization error of a nonlinear model features nonmonotonic dynamical behaviors when the learning rate is small. We numerically show that the generalization performance can be improved remarkably by using this phenomenon and the divergence of students in the time domain.Comment: 11 pages, 7 figure

Statistical Mechanics of Online Learning for Ensemble Teachers

We analyze the generalization performance of a student in a model composed of linear perceptrons: a true teacher, ensemble teachers, and the student. Calculating the generalization error of the student analytically using statistical mechanics in the framework of on-line learning, it is proven that when learning rate $\eta 1$, the properties are completely reversed. If the variety of the ensemble teachers is rich enough, the direction cosine between the true teacher and the student becomes unity in the limit of $\eta \to 0$ and $K \to \infty$