Issue No.05 - May (2008 vol.20)
Ensemble methods have proved to be highly effective in improving the performance of base learners under most circumstances. In this paper, we propose a new algorithm that combines the merits of some existing techniques, namely bagging, arcing and stacking. The basic structure of the algorithm resembles bagging. However, the misclassification cost of each training point is repeatedly adjusted according to its observed out-of-bag vote margin. In this way, the method gains the advantage of arcing - building the classifier the ensemble needs - without fixating on potentially noisy points. Computational experiments show that this algorithm performs consistently better than bagging and arcing with linear and nonlinear base classifiers. In view of the characteristics of bacing, a hybrid ensemble learning strategy, which combines bagging and different versions of bacing, is proposed and studied empirically.
Mining methods and algorithms, Data mining
Yi Zhang, W. Nick Street, "Bagging with Adaptive Costs", IEEE Transactions on Knowledge & Data Engineering, vol.20, no. 5, pp. 577-588, May 2008, doi:10.1109/TKDE.2007.190724