Presentation on theme: "Ensemble Methods An ensemble method constructs a set of base classifiers from the training data Ensemble or Classifier Combination Predict class label."— Presentation transcript:
1 Ensemble MethodsAn ensemble method constructs a set of base classifiers from the training dataEnsemble or Classifier CombinationPredict class label of previously unseen records by aggregating predictions made by multiple classifiers
3 Why does it work? Suppose there are 25 base classifiers Each classifier has error rate, = 0.35Assume classifiers are independentProbability that the ensemble classifier makes a wrong prediction:
4 MethodsBy manipulating the training dataset: a classifier is built for a sampled subset of the training dataset.Two ensemble methods: bagging (bootstrap averaging) and boosting.
5 CharacteristicsEnsemble methods work better with unstable classifiers.Base classifiers that are sensitive to minor perturbations in the training set.For example, decision trees and ANNs.The variability among training examples is one of the primary sources of errors in a classifier.
6 Bias-Variance Decomposition Consider the trajectories of a projectile launched at a particular angle. The observed distance can be divided into 3 components.Force (f) and angle (θ)Suppose the target is t, but the projectile hits at x at distance d away from t.
8 Two Decision Trees (2)Bias: The stronger the assumptions made by a classifier about the nature of its decision boundary, the larger the classifier’s bias will be.A smaller tree has a stronger assumption.An algorithm cannot learn the target.Variance: Variability in the training data affects the expected error, because different compositions of the training set may lead to different decision boundaries.Intrinsic noise in the target class.Target class for some domain can be non- deterministic.Same attributes values with different class labels.
9 Bagging Sampling with replacement Build classifier on each bootstrap sampleEach sample has probability 1 - (1 – 1/n)n of being selected. When n is large, a bootstrap sample Di contains about 63.2% of the training data.
15 Summary on BaggingBagging improves generalization error by reducing the variance of the base classifier.Bagging depends on the stability of the base classifier.If a base classifier is unstable, bagging helps to reduce the errors associated with random fluctuations in the training data.If a base classifier is stable, then the error of the ensemble is primarily caused by bias in the base classifier. Bagging may make error larger, because the sample size is 37% smaller.
16 BoostingAn iterative procedure to adaptively change distribution of training data by focusing more on previously misclassified recordsInitially, all N records are assigned equal weightsUnlike bagging, weights may change at the end of boosting roundThe weights can be used by a base classifier to learn a model that is biased toward higher- weight examples.
17 BoostingRecords that are wrongly classified will have their weights increasedRecords that are classified correctly will have their weights decreasedExample 4 is hard to classifyIts weight is increased, therefore it is more likely to be chosen again in subsequent rounds
18 Example: AdaBoost Base classifiers: C1, C2, …, CT Error rate: Importance of a classifier:
19 Example: AdaBoost Weight update: If any intermediate rounds produce error rate higher than 50%, the weights are reverted back to 1/n and the resampling procedure is repeatedClassification: