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Ensemble member selection using multi-objective optimization
University of Borås, Sweden.ORCID iD: 0000-0003-0274-9026
University of Borås, Sweden.
University of Skövde, Sweden.
2009 (English)In: IEEE Symposium on Computational Intelligence and Data Mining, 2009, 245-251 p.Conference paper, Published paper (Refereed)
Abstract [en]

Both theory and a wealth of empirical studies have established that ensembles are more accurate than single predictive models. Unfortunately, the problem of how to maximize ensemble accuracy is, especially for classification, far from solved. In essence, the key problem is to find a suitable criterion, typically based on training or selection set performance, highly correlated with ensemble accuracy on novel data. Several studies have, however, shown that it is difficult to come up with a single measure, such as ensemble or base classifier selection set accuracy, or some measure based on diversity, that is a good general predictor for ensemble test accuracy. This paper presents a novel technique that for each learning task searches for the most effective combination of given atomic measures, by means of a genetic algorithm. Ensembles built from either neural networks or random forests were empirically evaluated on 30 UCI datasets. The experimental results show that when using the generated combined optimization criteria to rank candidate ensembles, a higher test set accuracy for the top ranked ensemble was achieved, compared to using ensemble accuracy on selection data alone. Furthermore, when creating ensembles from a pool of neural networks, the use of the generated combined criteria was shown to generally outperform the use of estimated ensemble accuracy as the single optimization criterion.

Place, publisher, year, edition, pages
2009. 245-251 p.
National Category
Information Systems
Research subject
Computer and Systems Sciences
Identifiers
URN: urn:nbn:se:su:diva-33426DOI: 10.1109/CIDM.2009.4938656ISBN: 978-1-4244-2765-9 (print)OAI: oai:DiVA.org:su-33426DiVA: diva2:283104
Conference
IEEE Symposium on Computational Intelligence and Data Mining (CIDM), Nashville, TN, March 30 2009-April 2 2009
Available from: 2009-12-23 Created: 2009-12-23 Last updated: 2015-05-06Bibliographically approved
In thesis
1. On Effectively Creating Ensembles of Classifiers: Studies on Creation Strategies, Diversity and Predicting with Confidence
Open this publication in new window or tab >>On Effectively Creating Ensembles of Classifiers: Studies on Creation Strategies, Diversity and Predicting with Confidence
2015 (English)Doctoral thesis, comprehensive summary (Other academic) [Artistic work]
Abstract [en]

An ensemble is a composite model, combining the predictions from several other models. Ensembles are known to be more accurate than single models. Diversity has been identified as an important factor in explaining the success of ensembles. In the context of classification, diversity has not been well defined, and several heuristic diversity measures have been proposed. The focus of this thesis is on how to create effective ensembles in the context of classification. Even though several effective ensemble algorithms have been proposed, there are still several open questions regarding the role diversity plays when creating an effective ensemble. Open questions relating to creating effective ensembles that are addressed include: what to optimize when trying to find an ensemble using a subset of models used by the original ensemble that is more effective than the original ensemble; how effective is it to search for such a sub-ensemble; how should the neural networks used in an ensemble be trained for the ensemble to be effective? The contributions of the thesis include several studies evaluating different ways to optimize which sub-ensemble would be most effective, including a novel approach using combinations of performance and diversity measures. The contributions of the initial studies presented in the thesis eventually resulted in an investigation of the underlying assumption motivating the search for more effective sub-ensembles. The evaluation concluded that even if several more effective sub-ensembles exist, it may not be possible to identify which sub-ensembles would be the most effective using any of the evaluated optimization measures. An investigation of the most effective ways to train neural networks to be used in ensembles was also performed. The conclusions are that effective ensembles can be obtained by training neural networks in a number of different ways but that high average individual accuracy or much diversity both would generate effective ensembles. Several findings regarding diversity and effective ensembles presented in the literature in recent years are also discussed and related to the results of the included studies. When creating confidence based predictors using conformal prediction, there are several open questions regarding how data should be utilized effectively when using ensembles. Open questions related to predicting with confidence that are addressed include: how can data be utilized effectively to achieve more efficient confidence based predictions using ensembles; how do problems with class imbalance affect the confidence based predictions when using conformal prediction? Contributions include two studies where it is shown in the first that the use of out-of-bag estimates when using bagging ensembles results in more effective conformal predictors and it is shown in the second that a conformal predictor conditioned on the class labels to avoid a strong bias towards the majority class is more effective on problems with class imbalance. The research method used is mainly inspired by the design science paradigm, which is manifested by the development and evaluation of artifacts. 

Abstract [sv]

En ensemble är en sammansatt modell som kombinerar prediktionerna från flera olika modeller. Det är välkänt att ensembler är mer träffsäkra än enskilda modeller. Diversitet har identifierats som en viktig faktor för att förklara varför ensembler är så framgångsrika. Diversitet hade fram tills nyligen inte definierats entydigt för klassificering vilket resulterade i att många heuristiska diverstitetsmått har föreslagits. Den här avhandlingen fokuserar på hur klassificeringsensembler kan skapas på ett ändamålsenligt (eng. effective) sätt. Den vetenskapliga metoden är huvudsakligen inspirerad av design science-paradigmet vilket lämpar sig väl för utveckling och evaluering av IT-artefakter. Det finns sedan tidigare många framgångsrika ensembleralgoritmer men trots det så finns det fortfarande vissa frågetecken kring vilken roll diversitet spelar vid skapande av välpresterande (eng. effective) ensemblemodeller. Några av de frågor som berör diversitet som behandlas i avhandlingen inkluderar: Vad skall optimeras när man söker efter en delmängd av de tillgängliga modellerna för att försöka skapa en ensemble som är bättre än ensemblen bestående av samtliga modeller; Hur väl fungerar strategin att söka efter sådana delensembler; Hur skall neurala nätverk tränas för att fungera så bra som möjligt i en ensemble? Bidraget i avhandlingen inkluderar flera studier som utvärderar flera olika sätt att finna delensembler som är bättre än att använda hela ensemblen, inklusive ett nytt tillvägagångssätt som utnyttjar en kombination av både diversitets- och prestandamått. Resultaten i de första studierna ledde fram till att det underliggande antagandet som motiverar att söka efter delensembler undersöktes. Slutsatsen blev, trots att det fanns flera delensembler som var bättre än hela ensemblen, att det inte fanns något sätt att identifiera med tillgänglig data vilka de bättre delensemblerna var. Vidare undersöktes hur neurala nätverk bör tränas för att tillsammans samverka så väl som möjligt när de används i en ensemble. Slutsatserna från den undersökningen är att det är möjligt att skapa välpresterande ensembler både genom att ha många modeller som är antingen bra i genomsnitt eller olika varandra (dvs diversa). Insikter som har presenterats i litteraturen under de senaste åren diskuteras och relateras till resultaten i de inkluderade studierna. När man skapar konfidensbaserade modeller med hjälp av ett ramverk som kallas för conformal prediction så finns det flera frågor kring hur data bör utnyttjas på bästa sätt när man använder ensembler som behöver belysas. De frågor som relaterar till konfidensbaserad predicering inkluderar: Hur kan data utnyttjas på bästa sätt för att åstadkomma mer effektiva konfidensbaserade prediktioner med ensembler; Hur påverkar obalanserad datade konfidensbaserade prediktionerna när man använder conformal perdiction? Bidragen inkluderar två studier där resultaten i den första visar att det mest effektiva sättet att använda data när man har en baggingensemble är att använda sk out-of-bag estimeringar. Resultaten i den andra studien visar att obalanserad data behöver hanteras med hjälp av en klassvillkorad konfidensbaserad modell för att undvika en stark tendens att favorisera majoritetsklassen.

Place, publisher, year, edition, pages
Stockholm: Department of Computer and Systems Sciences, Stockholm University, 2015. 82 p.
Series
Report Series / Department of Computer & Systems Sciences, ISSN 1101-8526 ; 15-009
Keyword
Machine Learning, Predictive Modeling, Ensembles, Conformal Prediction
National Category
Computer Science
Research subject
Computer and Systems Sciences
Identifiers
urn:nbn:se:su:diva-116683 (URN)978-91-7649-179-9 (ISBN)
Public defence
2015-06-11, L30, NOD-huset, Borgarfjordsgatan 12, Kista, 10:00 (English)
Opponent
Supervisors
Projects
Dataanalys för detektion av läkemedelseffekter (DADEL)
Funder
Swedish Foundation for Strategic Research
Note

At the time of the doctoral defense, the following paper was unpublished and had a status as follows: Paper 8: In press.

Available from: 2015-05-20 Created: 2015-04-23 Last updated: 2015-05-21Bibliographically approved

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