Multi-Objective Machine Learning pp 429-464
Trade-Off Between Diversity and Accuracy in Ensemble Generation
Ensembles of learning machines have been formally and empirically shown to outperform (generalise better than) single learners in many cases. Evidence suggests that ensembles generalise better when they constitute members which form a diverse and accurate set. Diversity and accuracy are hence two factors that should be taken care of while designing ensembles in order for them to generalise better. There exists a trade-off between diversity and accuracy. Multi-objective evolutionary algorithms can be employed to tackle this issue to good effect. This chapter includes a brief overview of ensemble learning in general and presents a critique on the utility of multi-objective evolutionary algorithms for their design. Theoretical aspects of a committee of learners viz. the bias-variance-covariance decomposition and ambiguity decomposition are further discussed in order to support the importance of having both diversity and accuracy in ensembles. Some recent work and experimental results, considering classification tasks in particular, based on multi-objective learning of ensembles are then presented as we examine ensemble formation using neural networks and kernel machines.
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