An ensemble consists of a set of individually trained classifiers (such as neural networks or decision trees) whose predictions are combined when classifying novel instances. Previous research has shown that an ensemble is often more accurate than any of the single classifiers in the ensemble. Bagging (Breiman, 1996c) and Boosting (Freund & Schapire, 1996; Schapire, 1990) are two relatively new but popular methods for producing ensembles. In this paper we evaluate these methods on 23 data sets using both neural networks and decision trees as our classification algorithm. Our results clearly indicate a number of conclusions. First, while Bagging is almost always more accurate than a single classifier, it is sometimes much less accurate than Boosting. On the other hand, Boosting can create ensembles that are less accurate than a single classifier – especially when using neural networks. Analysis indicates that the performance of the Boosting methods is dependent on the characteristics of the data set being examined. In fact, further results show that Boosting ensembles may overfit noisy data sets, thus decreasing its performance. Finally, consistent with previous studies, our work suggests that most of the gain in an ensemble’s performance comes in the first few classifiers combined; however, relatively large gains can be seen up to 25 classifiers when Boosting decision trees. 1.

Machine Learning research has been making great progress in many directions. This article summarizes four of these directions and discusses some current open problems. The four directions are (a) improving classification accuracy by learning ensembles of classifiers, (b) methods for scaling up supervised learning algorithms, (c) reinforcement learning, and (d) learning complex stochastic models.

Neural-network ensembles have been shown to be very accurate classification techniques. Previous work has shown that an effective ensemble should consist of networks that are not only highly correct, but ones that make their errors on different parts of the input space as well. Most existing techniques, however, only indirectly address the problem of creating such a set of networks. In this paper we present a technique called Addemup that uses genetic algorithms to directly search for an accurate and diverse set of trained networks. Addemup works by first creating an initial population, then uses genetic operators to continually create new networks, keeping the set of networks that are as accurate as possible while disagreeing with each other as much as possible. Experiments on three DNA problems show that Addemup is able to generate a set of trained networks that is more accurate than several existing approaches. Experiments also show that Addemup is able to effectively incorporate p...

An ensemble consists of a set of independently trained classi ers (such as neural networks or decision trees) whose predictions are combined when classifying novel instances. Previous research has shown that an ensemble as a whole is often more accurate than any of the single classiers in the ensemble. Bagging (Breiman 1996a) and Boosting (Freund & Schapire 1996) are two relatively new but popular methods for producing ensembles. In this paper we evaluate these methods using both neural networks and decision trees as our classi cation algorithms. Our results clearly showtwo important facts. The rst is that even though Bagging almost always produces a better classi er than any of its individual component classi ers and is relatively impervious to over tting, it does not generalize any better than a baseline neural-network ensemble method. The second is that Boosting is apowerful technique that can usually produce better ensembles than Bagging � however, it is more susceptible to noise and can quickly over t a data set.

this paper I discuss a Bayesian approach to solving this problem that has long been available in principle but is only now becoming routinely feasible, by virtue of recent computational advances, and examine its implementation in examples that involve forecasting the price of oil and estimating the chance of catastrophic failure of the U.S. Space Shuttle.

This paper reviews research on combining artificial neural nets, and provides an overview of, and an introduction to, the papers contained this Special Issue, and its companion (Connection Science, 9, 1). Two main approaches, ensemble-based, and modular, are identified and considered. An ensemble, or committee, is made up of a set of nets, each of which is a general function approximator. The members of the ensemble are combined in order to obtain better generalisation performance than would be achieved by any of the individual nets. The main issues considered here under the heading of ensemble-based approaches, are (a) how to combine the outputs of the ensemble members (b) how to create candidate ensemble members and (c) which methods lead to the most effective ensembles? Under the heading of modular approaches we begin by considering a divide-and-conquer approach by which a function is automatically decomposed into a number of subfunctions which are treated by specialis...

It is obvious that forecasts are of great importance and widely used in economics and finance. Quite simply, good forecasts lead to good decisions. The importance of forecast evaluation and combination techniques follows immediately-- forecast users naturally have a keen interest in monitoring and improving forecast performance. More generally, forecast evaluation figures prominently in many questions in empirical economics and finance, such as: Are expectations rational? (e.g., Keane and Runkle, 1990; Bonham and Cohen, 1995) Are financial markets efficient? (e.g., Fama, 1970, 1991) Do macroeconomic shocks cause agents to revise their forecasts at all horizons, or just at short- and medium-term horizons? (e.g., Campbell and Mankiw, 1987; Cochrane, 1988) Are observed asset returns "too volatile"? (e.g., Shiller, 1979; LeRoy and Porter, 1981) Are asset returns forecastable over long horizons? (e.g., Fama and French, 1988; Mark, 1995)

Ensemble approaches to classification and regression have attracted a great deal of interest in recent years. These methods can be shown both theoretically and empirically to outperform single predictors on a wide range of tasks. One of the elements required for accurate prediction when using an ensemble is recognised to be error “diversity”. However, the exact meaning of this concept is not clear from the literature, particularly for classification tasks. In this paper we first review the varied attempts to provide a formal explanation of error diversity, including several heuristic and qualitative explanations in the literature. For completeness of discussion we include not only the classification literature but also some excerpts of the rather more mature regression literature, which we believe can still provide some insights. We proceed to survey the various techniques used for creating diverse ensembles, and categorise them, forming a preliminary taxonomy of diversity creation methods. As part of this taxonomy we introduce the idea of implicit and explicit diversity creation methods, and three dimensions along which these may be applied. Finally we propose some new directions that may prove fruitful in understanding classification error diversity. 1

This paper presents the Plannett system, which combines artificial neural networks to achieve expertlevel accuracy on the difficult scientific task of recognizing volcanos in radar images of the surface of the planet Venus. Plannett uses ANNs that vary along two dimensions: the set of input features used to train and the number of hidden units. The ANNs are combined simply by averaging their output activations. When Plannett is used as the classification module of a three-stage image analysis system called JARtool, the end-to-end accuracy (sensitivity and specificity) is as good as that of a human planetary geologist on a four-image test suite. JARtool-Plannett also achieves the best algorithmic accuracy on these images to date. Introduction Between 1991 and 1994, the Magellan space probe collected more than 30,000 synthetic aperture radar (SAR) images of the surface of the planet Venus, a greater amount of data than all previous planetary missions combined (Smyth et al. 1995). To a...

A neural-network ensemble is a very successful technique where the outputs of a set of separately trained neural network are combined to form one unified prediction. An effective ensemble should consist of a set of networks that are not only highly correct, but ones that make their errors on different parts of the input space as well; however, most existing techniques only indirectly address the problem of creating such a set. We present an algorithm called Addemup that uses genetic algorithms to explicitly search for a highly diverse set of accurate trained networks. Addemup works by first creating an initial population, then uses genetic operators to continually create new networks, keeping the set of networks that are highly accurate while disagreeing with each other as much as possible. Experiments on four real-world domains show that Addemup is able to generate a set of trained networks that is more accurate than several existing ensemble approaches. Experiments also show that Ad...