Credal Ensembles of Classifiers

Corani, Giorgio and Antonucci, Alessandro (2014) Credal Ensembles of Classifiers. Computational Statistics & Data Analysis, 71. pp. 818-831. ISSN 0167-9473

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Abstract

It is studied how to aggregate the probabilistic predictions generated by different SPODE (Super-Parent-One-Dependence Estimators) classifiers. It is shown that aggregating such predictions via compression-based weights achieves a slight but consistent improvement of performance over previously existing aggregation methods, including Bayesian Model Averaging and simple average (the approach adopted by the AODE algorithm). Then, attention is given to the problem of choosing the prior probability distribution over the models; this is an important issue in any Bayesian ensemble of models. To robustly deal with the choice of the prior, the single prior over the models is substituted by a set of priors over the models (credal set), thus obtaining a credal ensemble of Bayesian classifiers. The credal ensemble recognizes the prior-dependent instances, namely the instances whose most probable class varies when different prior over the models are considered. When faced with prior-dependent instances, the credal ensemble remains reliable by returning a set of classes rather than a single class. Two credal ensembles of SPODEs are developed; the first generalizes the Bayesian Model Averaging and the second the compression-based aggregation. Extensive experiments show that the novel ensembles compare favorably to traditional methods for aggregating SPODEs and also to previous credal classifiers.

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