Ensemble Learning

1. Ensemble Learning • Which of the two options increases your chances of having a good grade on the exam? • Solving the test individually • Solving the test in groups • Why?

2. Ensemble Learning • Weak classifier A

3. Ensemble Learning • Weak classifier B

4. Ensemble Learning • Weak classifier C

5. Ensemble Learning • Ensemble of A, B, and C

6. Ensemble Learning • For an ensemble to work the following conditions must be true: • The errors of the classifiers need not to be strongly correlated (think about the exam example, if everyone knows by heart exactly the same chapters, will it help to solve the test in groups?) • The errors of the individual classifiers making up the example need to be less than 0.5 (at least better than chance)

7. Ensemble Learning • Suppose we have a set of binary classifiers, each with a probability of error of 1/3 and that the errors of any two classifiers are independent. (Two events A and B are independent if p(A&B) = p(A)p(B)). • What is the probability of error of an ensemble of 3 classifiers? 7 classifiers? 21 classifiers?

8. Ensemble Learning For 3 classifiers, each with probability of error of 1/3, combined by simple voting, the probability of error is equal to the probability that two classifiers make an error plus the probability that all three classifiers make an error.

9. Ensemble Learning For 3 classifiers, each with probability of error of 1/3, combined by simple voting, the probability of error is equal to the probability that two classifiers make an error plus the probability that all three classifiers make an error. pe(ens) = c(3,2) pe^2(1-pe) + c(3,3) pe^3 = 3* (1/3)^2 (2/3) + (1/3)^3 = 2/9 + 1/27 = 7/27 = 0.26 (down from 0.33 for a single classifier)

10. Ensemble Learning For 3 classifiers, each with probability of error of 1/2, combined by simple voting, the probability of error is equal to the probability that two classifiers make an error plus the probability that all three classifiers make an error.

11. Ensemble Learning For 3 classifiers, each with probability of error of 1/2, combined by simple voting, the probability of error is equal to the probability that two classifiers make an error plus the probability that all three classifiers make an error. pe(ens) = c(3,2) pe^2(1-pe) + c(3,3) pe^3 = 3* (1/2)^2 (1/2) + (1/2)^3 = 3/8 + 1/8 = 1/2 = 0.5 (same as single classifier case)

12. Ensemble Learning For 3 classifiers, each with probability of error of 2/3, combined by simple voting, the probability of error is equal to the probability that two classifiers make an error plus the probability that all three classifiers make an error.

13. Ensemble Learning For 3 classifiers, each with probability of error of 2/3, combined by simple voting, the probability of error is equal to the probability that two classifiers make an error plus the probability that all three classifiers make an error. pe(ens) = c(3,2) pe^2(1-pe) + c(3,3) pe^3 = 3* (2/3)^2 (1/3) + (2/3)^3 = 4/9 + 8/27 = 20/27 = 0.74 (up from 0.67 for a single classifier)

14. Ensemble Learning

15. Ensemble Learning How to build ensembles:

16. Ensemble Learning How to build ensembles: • Heterogeneous ensembles (same training data, different learning algorithms)

17. Ensemble Learning How to build ensembles: • Heterogeneous ensembles (same training data, different learning algorithms) • Manipulate training data (same learning algorithm, different training data)

18. Ensemble Learning How to build ensembles: • Heterogeneous ensembles (same training data, different learning algorithms) • Manipulate training data (same learning algorithm, different training data) • Manipulate input features (use different subsets of the attribute sets)

19. Ensemble Learning How to build ensembles: • Heterogeneous ensembles (same training data, different learning algorithms) • Manipulate training data (same learning algorithm, different training data) • Manipulate input features (use different subsets of the attribute sets) • Manipulate output targets (same data, same algorithm, convert multiclass problems into many two-class problems)

20. Ensemble Learning How to build ensembles: • Heterogeneous ensembles (same training data, different learning algorithms) • Manipulate training data (same learning algorithm, different training data) • Manipulate input features (use different subsets of the attribute sets) • Manipulate output targets (same data, same algorithm, convert multiclass problems into many two-class problems) • Inject randomness to learning algorithms.

21. Ensemble Learning How to build ensembles: The two dominant approaches belong to category 3: Manipulate training data (same learning algorithm, different training data) They are: bagging and boosting

22. Ensemble Learning Bagging - Training 1. k = 1; 2. pi = 1/m , for i=1,...,m 3. While k < EnSize 3.1 Create training set Tk (normally of size m) by sampling from T with replacement according to probability distribution p. 3.2 Build classifier Ck using learning algorithm L and training set Tk 3.3 if errror_T (Ck) < threshold k = k+1 3.4 Goto 3.1 4. Output C1, C2,..., Ck Classification: Classify new examples by voting among C_1, C_2,..

23. Ensemble Learning Boosting - Training 1. k = 1, for i=1,...,m w1i = 1/m , 2. While k < EnsSize 2.1 for i=1,...,m pi = wi/sum(wi) 2.2 Create training set Tk (normally of size m) by sampling from T with replacement according to probability distribution p. 2.3 Build classifier Ck using learning algorithm L and training set Tk 2.4 Classify examples in T 2.5 if errror_T (Ck) < threshold k = k+1 For i = 1 to m if Ck(x_i) != yi wi = wi * Beta -- (Beta >1) Increse w of misclassified examples 2.6 Goto 3.1 3. Output C1, C2,...,Ck