Robust bayesian linear classifier ensembles

  • Authors:
  • Jesús Cerquides;Ramon López de Mántaras

  • Affiliations:
  • Dept. de Matemática Aplicada i Análisi, Universitat de Barcelona;Artificial Intelligence Research Institute – IIIA, Spanish Council for Scientific Research – CSIC

  • Venue:
  • ECML'05 Proceedings of the 16th European conference on Machine Learning
  • Year:
  • 2005

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Abstract

Ensemble classifiers combine the classification results of several classifiers. Simple ensemble methods such as uniform averaging over a set of models usually provide an improvement over selecting the single best model. Usually probabilistic classifiers restrict the set of possible models that can be learnt in order to lower computational complexity costs. In these restricted spaces, where incorrect modeling assumptions are possibly made, uniform averaging sometimes performs even better than bayesian model averaging. Linear mixtures over sets of models provide an space that includes uniform averaging as a particular case. We develop two algorithms for learning maximum a posteriori weights for linear mixtures, based on expectation maximization and on constrained optimizition. We provide a nontrivial example of the utility of these two algorithms by applying them for one dependence estimators. We develop the conjugate distribution for one dependence estimators and empirically show that uniform averaging is clearly superior to Bayesian model averaging for this family of models. After that we empirically show that the maximum a posteriori linear mixture weights improve accuracy significantly over uniform aggregation.