Title
Ensemble Pruning via Constrained Eigen-Optimization
Abstract
An ensemble is composed of a set of base learners that make predictions jointly. The generalization performance of an ensemble has been justified both theoretically and in practice. However, existing ensemble learning methods sometimes produce unnecessarily large ensembles, with an expense of extra computational costs and memory consumption. The purpose of ensemble pruning is to select a subset of base learners with comparable or better prediction performance. In this paper, we formulate the ensemble pruning problem into a combinatorial optimization problem with the goal to maximize the accuracy and diversity at the same time. Solving this problem exactly is computationally hard. Fortunately, we can relax and reformulate it as a constrained eigenvector problem, which can be solved with an efficient algorithm that is guaranteed to converge globally. Convincing experimental results demonstrate that this optimization based ensemble pruning algorithm outperforms the state-of-the-art heuristics in the literature.
Year
DOI
Venue
2012
10.1109/ICDM.2012.97
ICDM
Keywords
Field
DocType
better prediction performance,combinatorial optimization problem,ensemble pruning problem,ensemble pruning,existing ensemble,ensemble pruning algorithm,eigenvector problem,large ensemble,constrained eigen-optimization,efficient algorithm,base learner,learning artificial intelligence,optimization
Pruning algorithm,Mathematical optimization,Combinatorial optimization problem,Combinatorial mathematics,Computer science,Heuristics,Artificial intelligence,Ensemble learning,Optimization problem,Eigenvalues and eigenvectors,Machine learning,Pruning
Conference
ISSN
Citations 
PageRank 
1550-4786
6
0.44
References 
Authors
15
3
Name
Order
Citations
PageRank
Linli Xu179042.51
Bo Li2294.66
Enhong Chen3123586.93