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Bagging Predictors
 Machine Learning
, 1996
"... Bagging predictors is a method for generating multiple versions of a predictor and using these to get an aggregated predictor. The aggregation averages over the versions when predicting a numerical outcome and does a plurality vote when predicting a class. The multiple versions are formed by making ..."
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Cited by 2492 (1 self)
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Bagging predictors is a method for generating multiple versions of a predictor and using these to get an aggregated predictor. The aggregation averages over the versions when predicting a numerical outcome and does a plurality vote when predicting a class. The multiple versions are formed by making bootstrap replicates of the learning set and using these as new learning sets. Tests on real and simulated data sets using classification and regression trees and subset selection in linear regression show that bagging can give substantial gains in accuracy. The vital element is the instability of the prediction method. If perturbing the learning set can cause significant changes in the predictor constructed, then bagging can improve accuracy. 1. Introduction A learning set of L consists of data f(y n ; x n ), n = 1; : : : ; Ng where the y's are either class labels or a numerical response. We have a procedure for using this learning set to form a predictor '(x; L)  if the input is x we ...
Regression Shrinkage and Selection Via the Lasso
 Journal of the Royal Statistical Society, Series B
, 1994
"... We propose a new method for estimation in linear models. The "lasso" minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactly zero and ..."
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Cited by 1832 (36 self)
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We propose a new method for estimation in linear models. The "lasso" minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactly zero and hence gives interpretable models. Our simulation studies suggest that the lasso enjoys some of the favourable properties of both subset selection and ridge regression. It produces interpretable models like subset selection and exhibits the stability of ridge regression. There is also an interesting relationship with recent work in adaptive function estimation by Donoho and Johnstone. The lasso idea is quite general and can be applied in a variety of statistical models: extensions to generalized regression models and treebased models are briefly described. Keywords: regression, subset selection, shrinkage, quadratic programming. 1 Introduction Consider the usual regression situation: we h...
A Study of CrossValidation and Bootstrap for Accuracy Estimation and Model Selection
 INTERNATIONAL JOINT CONFERENCE ON ARTIFICIAL INTELLIGENCE
, 1995
"... We review accuracy estimation methods and compare the two most common methods: crossvalidation and bootstrap. Recent experimental results on artificial data and theoretical results in restricted settings have shown that for selecting a good classifier from a set of classifiers (model selection), te ..."
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Cited by 753 (12 self)
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We review accuracy estimation methods and compare the two most common methods: crossvalidation and bootstrap. Recent experimental results on artificial data and theoretical results in restricted settings have shown that for selecting a good classifier from a set of classifiers (model selection), tenfold crossvalidation may be better than the more expensive leaveoneout crossvalidation. We report on a largescale experiment  over half a million runs of C4.5 and a NaiveBayes algorithm  to estimate the effects of different parameters on these algorithms on realworld datasets. For crossvalidation, we vary the number of folds and whether the folds are stratified or not; for bootstrap, we vary the number of bootstrap samples. Our results indicate that for realword datasets similar to ours, the best method to use for model selection is tenfold stratified cross validation, even if computation power allows using more folds.
Using Bayesian networks to analyze expression data
 Journal of Computational Biology
, 2000
"... DNA hybridization arrays simultaneously measure the expression level for thousands of genes. These measurements provide a “snapshot ” of transcription levels within the cell. A major challenge in computational biology is to uncover, from such measurements, gene/protein interactions and key biologica ..."
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Cited by 739 (16 self)
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DNA hybridization arrays simultaneously measure the expression level for thousands of genes. These measurements provide a “snapshot ” of transcription levels within the cell. A major challenge in computational biology is to uncover, from such measurements, gene/protein interactions and key biological features of cellular systems. In this paper, we propose a new framework for discovering interactions between genes based on multiple expression measurements. This framework builds on the use of Bayesian networks for representing statistical dependencies. A Bayesian network is a graphbased model of joint multivariate probability distributions that captures properties of conditional independence between variables. Such models are attractive for their ability to describe complex stochastic processes and because they provide a clear methodology for learning from (noisy) observations. We start by showing how Bayesian networks can describe interactions between genes. We then describe a method for recovering gene interactions from microarray data using tools for learning Bayesian networks. Finally, we demonstrate this method on the S. cerevisiae cellcycle measurements of Spellman et al. (1998). Key words: gene expression, microarrays, Bayesian methods. 1.
An Empirical Comparison of Voting Classification Algorithms: Bagging, Boosting, and Variants
 MACHINE LEARNING
, 1999
"... Methods for voting classification algorithms, such as Bagging and AdaBoost, have been shown to be very successful in improving the accuracy of certain classifiers for artificial and realworld datasets. We review these algorithms and describe a large empirical study comparing several variants in co ..."
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Cited by 539 (2 self)
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Methods for voting classification algorithms, such as Bagging and AdaBoost, have been shown to be very successful in improving the accuracy of certain classifiers for artificial and realworld datasets. We review these algorithms and describe a large empirical study comparing several variants in conjunction with a decision tree inducer (three variants) and a NaiveBayes inducer.
The purpose of the study is to improve our understanding of why and
when these algorithms, which use perturbation, reweighting, and
combination techniques, affect classification error. We provide a
bias and variance decomposition of the error to show how different
methods and variants influence these two terms. This allowed us to
determine that Bagging reduced variance of unstable methods, while
boosting methods (AdaBoost and Arcx4) reduced both the bias and
variance of unstable methods but increased the variance for NaiveBayes,
which was very stable. We observed that Arcx4 behaves differently
than AdaBoost if reweighting is used instead of resampling,
indicating a fundamental difference. Voting variants, some of which
are introduced in this paper, include: pruning versus no pruning,
use of probabilistic estimates, weight perturbations (Wagging), and
backfitting of data. We found that Bagging improves when
probabilistic estimates in conjunction with nopruning are used, as
well as when the data was backfit. We measure tree sizes and show
an interesting positive correlation between the increase in the
average tree size in AdaBoost trials and its success in reducing the
error. We compare the meansquared error of voting methods to
nonvoting methods and show that the voting methods lead to large
and significant reductions in the meansquared errors. Practical
problems that arise in implementing boosting algorithms are
explored, including numerical instabilities and underflows. We use
scatterplots that graphically show how AdaBoost reweights instances,
emphasizing not only "hard" areas but also outliers and noise.
Approximate Statistical Tests for Comparing Supervised Classification Learning Algorithms
, 1998
"... This article reviews five approximate statistical tests for determining whether one learning algorithm outperforms another on a particular learning task. These tests are compared experimentally to determine their probability of incorrectly detecting a difference when no difference exists (type I err ..."
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Cited by 528 (8 self)
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This article reviews five approximate statistical tests for determining whether one learning algorithm outperforms another on a particular learning task. These tests are compared experimentally to determine their probability of incorrectly detecting a difference when no difference exists (type I error). Two widely used statistical tests are shown to have high probability of type I error in certain situations and should never be used: a test for the difference of two proportions and a paireddifferences t test based on taking several random traintest splits. A third test, a paireddifferences t test based on 10fold crossvalidation, exhibits somewhat elevated probability of type I error. A fourth test, McNemar’s test, is shown to have low type I error. The fifth test is a new test, 5 × 2 cv, based on five iterations of twofold crossvalidation. Experiments show that this test also has acceptable type I error. The article also measures the power (ability to detect algorithm differences when they do exist) of these tests. The crossvalidated t test is the most powerful. The 5×2 cv test is shown to be slightly more powerful than McNemar’s test. The choice of the best test is determined by the computational cost of running the learning algorithm. For algorithms that can be executed only once, McNemar’s test is the only test with acceptable type I error. For algorithms that can be executed 10 times, the 5×2 cv test is recommended, because it is slightly more powerful and because it directly measures variation due to the choice of training set.
Filtering Via Simulation: Auxiliary Particle Filters
, 1997
"... This paper analyses the recently suggested particle approach to filtering time series. We suggest that the algorithm is not robust to outliers for two reasons: the design of the simulators and the use of the discrete support to represent the sequentially updating prior distribution. Both problems ar ..."
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Cited by 513 (14 self)
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This paper analyses the recently suggested particle approach to filtering time series. We suggest that the algorithm is not robust to outliers for two reasons: the design of the simulators and the use of the discrete support to represent the sequentially updating prior distribution. Both problems are tackled in this paper. We believe we have largely solved the first problem and have reduced the order of magnitude of the second. In addition we introduce the idea of stratification into the particle filter which allows us to perform online Bayesian calculations about the parameters which index the models and maximum likelihood estimation. The new methods are illustrated by using a stochastic volatility model and a time series model of angles. Some key words: Filtering, Markov chain Monte Carlo, Particle filter, Simulation, SIR, State space. 1 1
A tutorial on support vector regression
, 2004
"... In this tutorial we give an overview of the basic ideas underlying Support Vector (SV) machines for function estimation. Furthermore, we include a summary of currently used algorithms for training SV machines, covering both the quadratic (or convex) programming part and advanced methods for dealing ..."
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Cited by 472 (2 self)
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In this tutorial we give an overview of the basic ideas underlying Support Vector (SV) machines for function estimation. Furthermore, we include a summary of currently used algorithms for training SV machines, covering both the quadratic (or convex) programming part and advanced methods for dealing with large datasets. Finally, we mention some modifications and extensions that have been applied to the standard SV algorithm, and discuss the aspect of regularization from a SV perspective.
An introduction to kernelbased learning algorithms
 IEEE TRANSACTIONS ON NEURAL NETWORKS
, 2001
"... This paper provides an introduction to support vector machines (SVMs), kernel Fisher discriminant analysis, and ..."
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Cited by 375 (48 self)
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This paper provides an introduction to support vector machines (SVMs), kernel Fisher discriminant analysis, and
A direct approach to false discovery rates
, 2002
"... Summary. Multiplehypothesis testing involves guarding against much more complicated errors than singlehypothesis testing. Whereas we typically control the type I error rate for a singlehypothesis test, a compound error rate is controlled for multiplehypothesis tests. For example, controlling the ..."
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Cited by 348 (6 self)
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Summary. Multiplehypothesis testing involves guarding against much more complicated errors than singlehypothesis testing. Whereas we typically control the type I error rate for a singlehypothesis test, a compound error rate is controlled for multiplehypothesis tests. For example, controlling the false discovery rate FDR traditionally involves intricate sequential pvalue rejection methods based on the observed data. Whereas a sequential pvalue method fixes the error rate and estimates its corresponding rejection region, we propose the opposite approach—we fix the rejection region and then estimate its corresponding error rate. This new approach offers increased applicability, accuracy and power. We apply the methodology to both the positive false discovery rate pFDR and FDR, and provide evidence for its benefits. It is shown that pFDR is probably the quantity of interest over FDR. Also discussed is the calculation of the qvalue, the pFDR analogue of the pvalue, which eliminates the need to set the error rate beforehand as is traditionally done. Some simple numerical examples are presented that show that this new approach can yield an increase of over eight times in power compared with the Benjamini–Hochberg FDR method.