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Systematic Ensemble Learning for Regression

2014/03/28 by Roberto Aldave, Aldave, Roberto, Jean‐Pierre Dussault +1
Computer Science · #FOS: Computer and information sciences #Face and Expression Recognition #Imbalanced Data Classification Techniques #Machine Learning (stat.ML) #Machine Learning and Data Classification

paper · pdf · doi:10.48550/arxiv.1403.7267

openalex publication_date 2014/03/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression problems. We propose two extensions to the standard stacking approach. In the first extension we combine a set of standard stacking approaches into an ensemble of ensembles using a two-step ensemble learning in the regression setting. The second extension consists of two parts. In the initial part a diversity mechanism is injected into the original training data set, systematically generating different training subsets or partitions, and corresponding ensembles of ensembles. In the final part after measuring the quality of the different partitions or ensembles, a max-min rule-based selection algorithm is used to select the most appropriate ensemble/partition on which to make the final prediction. We show, based on experiments over a broad range of data sets, that the second extension performs better than the best of the standard stacking approaches, and is as good as the oracle of databases, which has the best base model selected by cross-validation for each data set. In addition to that, the second extension performs better than two state-of-the-art ensemble methods for regression, and it is as good as a third state-of-the-art ensemble method.

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