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The 7th International Symposium on Intelligent Data Analysis

Combining Bagging and Random Subspaces to Create Better Ensembles

author: Panče Panov, Jožef Stefan Institute

Description

Random forests are one of the best performing methods for constructing ensembles. They derive their strength from two aspects: using random subsamples of the training data (as in bagging) and randomizing the algorithm for learning base-level classifiers (decision trees). The base-level algorithm randomly selects a subset of the features at each step of tree construction and chooses the best among these. We propose to use a combination of concepts used in bagging and random subspaces to achieve a similar effect. The latter randomly select a subset of the features at the start and use a deterministic version of the base-level algorithm (and is thus somewhat similar to the randomized version of the algorithm). The results of our experiments show that the proposed approach has a comparable performance to that of random forests, with the added advantage of being applicable to any base-level algorithm without the need to randomize the latter.

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Slides
0:00 Combining Bagging and Random Subspaces to Create Better Ensembles
0:20 Outline
0:55 Motivation
2:01 Randomization Methods for Constructing Ensembles
3:23 Bagging
4:04 Random Subspace Method
4:52 Random Forest
5:52 Combining Bagging and Random Subspaces
6:20 Training Set S pt 1
6:24 Training Set S pt 2
6:34 Training Set S pt 3
6:55 Training Set S pt 4
7:05 Training Set S pt 5
7:11 Training Set S pt 6
7:18 Experiments
8:41 Results pt 1
10:07 Results pt 2
10:54 Results pt 3
11:31 Results – Wilcoxon test
12:53 Summary
13:25 Further work

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