Regularized Linear Models in Stacked Generalization

  • Authors:
  • Sam Reid;Greg Grudic

  • Affiliations:
  • University of Colorado at Boulder, Boulder, USA CO 80309-0430;University of Colorado at Boulder, Boulder, USA CO 80309-0430

  • Venue:
  • MCS '09 Proceedings of the 8th International Workshop on Multiple Classifier Systems
  • Year:
  • 2009

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Abstract

Stacked generalization is a flexible method for multiple classifier combination; however, it tends to overfit unless the combiner function is sufficiently smooth. Previous studies attempt to avoid overfitting by using a linear function at the combiner level. This paper demonstrates experimentally that even with a linear combination function, regularization is necessary to reduce overfitting and increase predictive accuracy. The standard linear least squares regression can be regularized with an L2 penalty (Ridge regression), an L1 penalty (lasso regression) or a combination of the two (elastic net regression). In multi-class classification, sparse linear models select and combine individual predicted probabilities instead of using complete probability distributions, allowing base classifiers to specialize in subproblems corresponding to different classes.