DataminingConceptsandteniques8.ppt

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * Ensemble Methods: Increasing the Accuracy Ensemble methods Use a combination of models to increase accuracy Combine a series of k learned models, M1, M2, …, Mk, with the aim of creating an improved model M* Popular ensemble methods Bagging: averaging the prediction over a collection of classifiers Boosting: weighted vote with a collection of classifiers Ensemble: combining a set of heterogeneous classifiers * Bagging: Boostrap Aggregation Analogy: Diagnosis based on multiple doctors’ majority vote Training Given a set D of d tuples, at each iteration i, a training set Di of d tuples is sampled with replacement from D (i.e., bootstrap) A classifier model Mi is learned for each training set Di Classification: classify an unknown sample X Each classifier Mi returns its class prediction The bagged classifier M* counts the votes and assigns the class with the most votes to X Prediction: can be applied to the prediction of continuous values by taking the average value of each prediction for a given test tuple Accuracy Often significantly better than a single classifier derived from D For noise data: not considerably worse, more robust Proved improved accuracy in prediction * Boosting Analogy: Consult several doctors, based on a combination of weighted diagnoses—weight assigned based on the previous diagnosis accuracy How boosting works? Weights are assigned to each training tuple A series of k classifiers is iteratively learned After a classifier Mi is learned, the weights are updated to allow the subsequent classifier, Mi+1, to pay more attention to the training tuples that were misclassified by Mi The final M* combines the votes of each individual classifier, where the weight of each classifiers vote is a function of its accuracy Boosting algorithm can be extended for numeric prediction Comparing with bagging: Boosting tends to have greater accuracy, but it also risks overfitting the