Bagging Ensemble Selection for Regression

  • Quan Sun
  • Bernhard Pfahringer
Conference paper

DOI: 10.1007/978-3-642-35101-3_59

Part of the Lecture Notes in Computer Science book series (LNCS, volume 7691)
Cite this paper as:
Sun Q., Pfahringer B. (2012) Bagging Ensemble Selection for Regression. In: Thielscher M., Zhang D. (eds) AI 2012: Advances in Artificial Intelligence. AI 2012. Lecture Notes in Computer Science, vol 7691. Springer, Berlin, Heidelberg

Abstract

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.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Quan Sun
    • 1
  • Bernhard Pfahringer
    • 1
  1. 1.Department of Computer ScienceThe University of WaikatoHamiltonNew Zealand

Personalised recommendations