Using boosting to prune bagging ensembles

This is the author’s version of a work that was accepted for publication in Pattern Recognition Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Pattern Recognition Letters 28.1 (2007): 156 – 165, DOI: 10.1016/j.patrec.2006.06.018Boosting is used to determine the order in which classifiers are aggregated in a bagging ensemble. Early stopping in the aggregation of the classifiers in the ordered bagging ensemble allows the identification of subensembles that require less memory for storage, classify faster and can improve the generalization accuracy of the original bagging ensemble. In all the classification problems investigated pruned ensembles with 20 % of the original classifiers show statistically significant improvements over bagging. In problems where boosting is superior to bagging, these improvements are not sufficient to reach the accuracy of the corresponding boosting ensembles. However, ensemble pruning preserves the performance of bagging in noisy classification tasks, where boosting often has larger generalization errors. Therefore, pruned bagging should generally be preferred to complete bagging and, if no information about the level of noise is available, it is a robust alternative to AdaBoost.The authors acknowledge financial support from the Spanish Dirección General de Investigación, project TIN2004-07676-C02-02

Two-Stage Bagging Pruning for Reducing the Ensemble Size and Improving the Classification Performance

Ensemble methods, such as the traditional bagging algorithm, can usually improve the performance of a single classifier. However, they usually require large storage space as well as relatively time-consuming predictions. Many approaches were developed to reduce the ensemble size and improve the classification performance by pruning the traditional bagging algorithms. In this article, we proposed a two-stage strategy to prune the traditional bagging algorithm by combining two simple approaches: accuracy-based pruning (AP) and distance-based pruning (DP). These two methods, as well as their two combinations, “AP+DP” and “DP+AP” as the two-stage pruning strategy, were all examined. Comparing with the single pruning methods, we found that the two-stage pruning methods can furthermore reduce the ensemble size and improve the classification. “AP+DP” method generally performs better than the “DP+AP” method when using four base classifiers: decision tree, Gaussian naive Bayes, K-nearest neighbor, and logistic regression. Moreover, as compared to the traditional bagging, the two-stage method “AP+DP” improved the classification accuracy by 0.88%, 4.06%, 1.26%, and 0.96%, respectively, averaged over 28 datasets under the four base classifiers. It was also observed that “AP+DP” outperformed other three existing algorithms Brag, Nice, and TB assessed on 8 common datasets. In summary, the proposed two-stage pruning methods are simple and promising approaches, which can both reduce the ensemble size and improve the classification accuracy

Bagging ensemble selection for regression

Bagging ensemble selection (BES) is a relatively new ensemble learning strategy. The strategy can be seen as an ensemble of the ensemble selection from libraries of models (ES) strategy. Previous experimental results on binary classification problems have shown that using random trees as base classifiers, BES-OOB (the most successful variant of BES) is competitive with (and in many cases, superior to) other ensemble learning strategies, for instance, the original ES algorithm, stacking with linear regression, random forests or boosting. Motivated by the promising results in classification, this paper examines the predictive performance of the BES-OOB strategy for regression problems. Our results show that the BES-OOB strategy outperforms Stochastic Gradient Boosting and Bagging when using regression trees as the base learners. Our results also suggest that the advantage of using a diverse model library becomes clear when the model library size is relatively large. We also present encouraging results indicating that the non negative least squares algorithm is a viable approach for pruning an ensemble of ensembles

Incremental construction of classifier and discriminant ensembles

We discuss approaches to incrementally construct an ensemble. The first constructs an ensemble of classifiers choosing a subset from a larger set, and the second constructs an ensemble of discriminants, where a classifier is used for some classes only. We investigate criteria including accuracy, significant improvement, diversity, correlation, and the role of search direction. For discriminant ensembles, we test subset selection and trees. Fusion is by voting or by a linear model. Using 14 classifiers on 38 data sets. incremental search finds small, accurate ensembles in polynomial time. The discriminant ensemble uses a subset of discriminants and is simpler, interpretable, and accurate. We see that an incremental ensemble has higher accuracy than bagging and random subspace method; and it has a comparable accuracy to AdaBoost. but fewer classifiers.We would like to thank the three anonymous referees and the editor for their constructive comments, pointers to related literature, and pertinent questions which allowed us to better situate our work as well as organize the ms and improve the presentation. This work has been supported by the Turkish Academy of Sciences in the framework of the Young Scientist Award Program (EA-TUBA-GEBIP/2001-1-1), Bogazici University Scientific Research Project 05HA101 and Turkish Scientific Technical Research Council TUBITAK EEEAG 104EO79Publisher's VersionAuthor Pre-Prin

GENESIM : genetic extraction of a single, interpretable model

Models obtained by decision tree induction techniques excel in being interpretable.However, they can be prone to overfitting, which results in a low predictive performance. Ensemble techniques are able to achieve a higher accuracy. However, this comes at a cost of losing interpretability of the resulting model. This makes ensemble techniques impractical in applications where decision support, instead of decision making, is crucial. To bridge this gap, we present the GENESIM algorithm that transforms an ensemble of decision trees to a single decision tree with an enhanced predictive performance by using a genetic algorithm. We compared GENESIM to prevalent decision tree induction and ensemble techniques using twelve publicly available data sets. The results show that GENESIM achieves a better predictive performance on most of these data sets than decision tree induction techniques and a predictive performance in the same order of magnitude as the ensemble techniques. Moreover, the resulting model of GENESIM has a very low complexity, making it very interpretable, in contrast to ensemble techniques.Comment: Presented at NIPS 2016 Workshop on Interpretable Machine Learning in Complex System