Combining Bagging and Random Subspaces to Create Better Ensembles
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.
| 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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