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Computer Science
Ensemble Methods
Machine Learning & Pattern Recognition Series Machine Learning & Pattern Recognition Series
SERIES EDITORS
This series reflects the latest advances and applications in machine learning
and pattern recognition through the publication of a broad range of reference
works, textbooks, and handbooks. The inclusion of concrete examples, appli-
cations, and methods is highly encouraged. The scope of the series includes,
but is not limited to, titles in the areas of machine learning, pattern recogni-
tion, computational intelligence, robotics, computational/statistical learning
theory, natural language processing, computer vision, game AI, game theory,
neural networks, computational neuroscience, and other relevant topics, such
as machine learning applied to bioinformatics or cognitive science, which
might be proposed by potential contributors.
PUBLISHED TITLES
Ensemble Methods
Foundations and Algorithms
Zhi-Hua Zhou
CRC Press
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Boca Raton, FL 33487-2742
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Z.-H. Zhou
This page intentionally left blank
Preface
Ensemble methods that train multiple learners and then combine them for
use, with Boosting and Bagging as representatives, are a kind of state-of-the-
art learning approach. It is well known that an ensemble is usually signif-
icantly more accurate than a single learner, and ensemble methods have
already achieved great success in many real-world tasks.
It is difficult to trace the starting point of the history of ensemble meth-
ods since the basic idea of deploying multiple models has been in use in
human society for a long time; however, it is clear that ensemble meth-
ods have become a hot topic since the 1990s, and researchers from various
fields such as machine learning, pattern recognition, data mining, neural
networks and statistics have explored ensemble methods from different as-
pects.
This book provides researchers, students and practitioners with an intro-
duction to ensemble methods. The book consists of eight chapters which
naturally constitute three parts.
Part I is composed of Chapter 1. Though this book is mainly written for
readers with a basic knowledge of machine learning and pattern recogni-
tion, to enable readers who are unfamiliar with these fields to access the
main contents, Chapter 1 presents some “background knowledge” of en-
semble methods. It is impossible to provide a detailed introduction to all
backgrounds in one chapter, and therefore this chapter serves mainly as a
guide to further study. This chapter also serves to explain the terminology
used in this book, to avoid confusion caused by other terminologies used
in different but relevant fields.
Part II is composed of Chapters 2 to 5 and presents “core knowledge”
of ensemble methods. Chapters 2 and 3 introduce Boosting and Bagging,
respectively. In addition to algorithms and theories, Chapter 2 introduces
multi-class extension and noise tolerance, since classic Boosting algorithms
are designed for binary classification, and are usually hurt seriously by
noise. Bagging is naturally a multi-class method and less sensitive to noise,
and therefore, Chapter 3 does not discuss these issues; instead, Chapter 3
devotes a section to Random Forest and some other random tree ensem-
bles that can be viewed as variants of Bagging. Chapter 4 introduces combi-
nation methods. In addition to various averaging and voting schemes, the
Stacking method and some other combination methods as well as relevant
methods such as mixture of experts are introduced. Chapter 5 focuses on en-
semble diversity. After introducing the error-ambiguity and bias-variance
vii
viii Preface
Zhi-Hua Zhou
Nanjing, China
Notations
x variable
x vector
A matrix
I identity matrix
X,Y input and output spaces
D probability distribution
D data sample (data set)
N normal distribution
U uniform distribution
H hypothesis space
H set of hypotheses
h(·) hypothesis (learner)
L learning algorithm
p(·) probability density function
p(· | ·) conditional probability density function
P (·) probability mass function
P (· | ·) conditional probability mass function
E ·∼D [f (·)] mathematical expectation of function f (·) to ·
under distribution D. D and/or · is ignored when
the meaning is clear
var·∼D [f (·)] variance of function f (·) to · under distribution D
I(·) indicator function which takes 1 if · is true, and 0
otherwise
sign(·) sign function which takes -1,1 and 0 when · < 0,
· > 0 and · = 0, respectively
err(·) error function
{. . .} set
(. . .) row vector
ix
x Notations
Preface vii
Notations ix
1 Introduction 1
1.1 Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Popular Learning Algorithms . . . . . . . . . . . . . . . . . . 3
1.2.1 Linear Discriminant Analysis . . . . . . . . . . . . . . 3
1.2.2 Decision Trees . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.3 Neural Networks . . . . . . . . . . . . . . . . . . . . . 6
1.2.4 Naı̈ve Bayes Classifier . . . . . . . . . . . . . . . . . . . 8
1.2.5 k-Nearest Neighbor . . . . . . . . . . . . . . . . . . . . 9
1.2.6 Support Vector Machines and Kernel Methods . . . . 9
1.3 Evaluation and Comparison . . . . . . . . . . . . . . . . . . . 12
1.4 Ensemble Methods . . . . . . . . . . . . . . . . . . . . . . . . 15
1.5 Applications of Ensemble Methods . . . . . . . . . . . . . . . 17
1.6 Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 20
2 Boosting 23
2.1 A General Boosting Procedure . . . . . . . . . . . . . . . . . . 23
2.2 The AdaBoost Algorithm . . . . . . . . . . . . . . . . . . . . . 24
2.3 Illustrative Examples . . . . . . . . . . . . . . . . . . . . . . . 28
2.4 Theoretical Issues . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.4.1 Initial Analysis . . . . . . . . . . . . . . . . . . . . . . . 32
2.4.2 Margin Explanation . . . . . . . . . . . . . . . . . . . . 32
2.4.3 Statistical View . . . . . . . . . . . . . . . . . . . . . . 35
2.5 Multiclass Extension . . . . . . . . . . . . . . . . . . . . . . . 38
2.6 Noise Tolerance . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.7 Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 44
3 Bagging 47
3.1 Two Ensemble Paradigms . . . . . . . . . . . . . . . . . . . . 47
3.2 The Bagging Algorithm . . . . . . . . . . . . . . . . . . . . . . 48
3.3 Illustrative Examples . . . . . . . . . . . . . . . . . . . . . . . 50
3.4 Theoretical Issues . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.5 Random Tree Ensembles . . . . . . . . . . . . . . . . . . . . . 57
3.5.1 Random Forest . . . . . . . . . . . . . . . . . . . . . . 57
xi
xii Contents
4 Combination Methods 67
4.1 Benefits of Combination . . . . . . . . . . . . . . . . . . . . . 67
4.2 Averaging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
4.2.1 Simple Averaging . . . . . . . . . . . . . . . . . . . . . 68
4.2.2 Weighted Averaging . . . . . . . . . . . . . . . . . . . . 70
4.3 Voting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
4.3.1 Majority Voting . . . . . . . . . . . . . . . . . . . . . . 72
4.3.2 Plurality Voting . . . . . . . . . . . . . . . . . . . . . . 73
4.3.3 Weighted Voting . . . . . . . . . . . . . . . . . . . . . . 74
4.3.4 Soft Voting . . . . . . . . . . . . . . . . . . . . . . . . . 75
4.3.5 Theoretical Issues . . . . . . . . . . . . . . . . . . . . . 77
4.4 Combining by Learning . . . . . . . . . . . . . . . . . . . . . . 83
4.4.1 Stacking . . . . . . . . . . . . . . . . . . . . . . . . . . 83
4.4.2 Infinite Ensemble . . . . . . . . . . . . . . . . . . . . . 86
4.5 Other Combination Methods . . . . . . . . . . . . . . . . . . 87
4.5.1 Algebraic Methods . . . . . . . . . . . . . . . . . . . . 87
4.5.2 Behavior Knowledge Space Method . . . . . . . . . . . 88
4.5.3 Decision Template Method . . . . . . . . . . . . . . . 89
4.6 Relevant Methods . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.6.1 Error-Correcting Output Codes . . . . . . . . . . . . . 90
4.6.2 Dynamic Classifier Selection . . . . . . . . . . . . . . 93
4.6.3 Mixture of Experts . . . . . . . . . . . . . . . . . . . . . 93
4.7 Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 95
5 Diversity 99
5.1 Ensemble Diversity . . . . . . . . . . . . . . . . . . . . . . . . 99
5.2 Error Decomposition . . . . . . . . . . . . . . . . . . . . . . . 100
5.2.1 Error-Ambiguity Decomposition . . . . . . . . . . . . 100
5.2.2 Bias-Variance-Covariance Decomposition . . . . . . . 102
5.3 Diversity Measures . . . . . . . . . . . . . . . . . . . . . . . . 105
5.3.1 Pairwise Measures . . . . . . . . . . . . . . . . . . . . 105
5.3.2 Non-Pairwise Measures . . . . . . . . . . . . . . . . . 106
5.3.3 Summary and Visualization . . . . . . . . . . . . . . . 109
5.3.4 Limitation of Diversity Measures . . . . . . . . . . . . 110
5.4 Information Theoretic Diversity . . . . . . . . . . . . . . . . . 111
5.4.1 Information Theory and Ensemble . . . . . . . . . . . 111
5.4.2 Interaction Information Diversity . . . . . . . . . . . . 112
5.4.3 Multi-Information Diversity . . . . . . . . . . . . . . . 113
5.4.4 Estimation Method . . . . . . . . . . . . . . . . . . . . 114
5.5 Diversity Generation . . . . . . . . . . . . . . . . . . . . . . . 116
Contents xiii
References 187
Index 219
1
Introduction
1
2 Ensemble Methods: Foundations and Algorithms
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