Abstract
A classifier ensemble combines several base models into a composite model to increase predictive accuracy. Given a set of candidate base models, the question which of these to incorporate into an ensemble and whether to weight base models differently has received much interest in the machine learning literature. Using heuristic search for ensemble member selection has proven a viable approach. However, research has till now considered only a small set of (meta-)heuristics for this type of problem. More generally, whether the choice of a metaheuristic is important has not been addressed at all. This paper aims at filling this gap. To that end, a comprehensive set of metaheuristics is employed to create alternative ensemble classifiers and these are compared in the scope of an empirical study. The results observed in several experiments provide original insights concerning the relative effectiveness of different metaheuristics and fitness functions for ensemble modelling. Having identified a particularly promising modelling approach, the paper proceeds with comparisons to other ensemble regimes and more generally prediction models to assess the degree to which a metaheuristic-based ensemble improves upon the state-of-the-art. As part of this analysis, the paper also proposes an approach to approximate an optimality gap for predictive classification models.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
The code to develop the base models and produce predictions for the above data sets is available at https://github.com/ringothom/MHE/tree/master/MHEModelClassifiers.
References
Ali MZ, Awad NH, Suganthan PN, Duwairi RM, Reynolds RG (2016) A novel hybrid cultural algorithms framework with trajectory-based search for global numerical optimization. Information Sciences 334:219–249, https://doi.org/10.1016/j.ins.2015.11.032
Asuncion A, Newman D (2007) UCI machine learning repository. http://www.ics.uci.edu/~mlearn/MLRepository.html
Atashpaz-Gargari E, Lucas C (2007) Imperialist competitive algorithm: An algorithm for optimization inspired by imperialistic competition. In: IEEE Congress on Evolutionary Computation, IEEE, pp 4661–4667, http://dblp.uni-trier.de/db/conf/cec/cec2007.html#Atashpaz-GargariL07
Beyer HG, Schwefel HP (2002) Evolution strategies – a comprehensive introduction. Natural Computing 1(1):3–52, https://doi.org/10.1023/A:1015059928466
Blum C, Li X (2008) Swarm intelligence in optimization. In: Blum C, Merkle D (eds) Swarm Intelligence: Introduction and Applications, Springer, Berlin, Heidelberg, pp 43–85, https://doi.org/10.1007/978-3-540-74089-6_2
Blum C, Roli A (2003) Metaheuristics in combinatorial optimization: Overview and conceptual comparison. ACM Computing Surveys 35(3):268–308, http://doi.acm.org/10.1145/937503.937505
Caruana R, Niculescu-Mizil A, Crew G, Ksikes A (2004) Ensemble selection from libraries of models. In: Proceedings of the Twenty-first International Conference on Machine Learning (ICML), ACM, New York, pp 18, http://www.cs.cornell.edu/~caruana/ctp/ct.papers/caruana.icml04.icdm06long.pdf
Caserta M, Voß S (2010) Metaheuristics: Intelligent problem solving. In: Maniezzo V, Stützle T, Voß S (eds) Matheuristics: Hybridizing Metaheuristics and Mathematical Programming, Springer US, pp 1–38
Chen Y, Wong ML (2010) An ant colony optimization approach for stacking ensemble. In: Nature and Biologically Inspired Computing (NaBIC), 2010 Second World Congress on, pp 146–151
Chipperfield A, Fleming P, Pohlheim H, Fonseca C (1994) Genetic algorithm toolbox for use with matlab. Tech. rep., Department of Automatic Control and Systems Engineering, University of Sheffield
Civicioglu P (2013) Backtracking search optimization algorithm. https://de.mathworks.com/matlabcentral/fileexchange/44842-backtracking-search-optimization-algorithm, accessed: 2016-04-01
Civicioglu P (2013) Backtracking search optimization algorithm for numerical optimization problems. Applied Mathematics and Computation 219(15):8121–8144, https://doi.org/10.1016/j.amc.2013.02.017
Coletta LFS, Hruschka ER, Acharya A, Ghosh J (2013) Towards the use of metaheuristics for optimizing the combination of classifier and cluster ensembles. In: 2013 BRICS Congress on Computational Intelligence and 11th Brazilian Congress on Computational Intelligence, pp 483–488
Dietterich TG (2000) Ensemble methods in machine learning. In: Multiple Classifier Systems, Springer, Lecture Notes in Computer Science, vol 1857, pp 1–15, http://web.engr.oregonstate.edu/~tgd/publications/mcs-ensembles.pdf
Duan QY, Gupta VK, Sorooshian S (1993) Shuffled complex evolution approach for effective and efficient global minimization. Journal of Optimization Theory and Applications 76(3):501–521, https://doi.org/10.1007/BF00939380
Eberhart R, Kennedy J (1995) A new optimizer using particle swarm theory. In: Sixth International Symposium on Micro Machine and Human Science, IEEE, pp 39–43
Ekbal A, Saha S (2011) A multiobjective simulated annealing approach for classifier ensemble: Named entity recognition in Indian languages as case studies. Expert Systems with Applications 38(12):14760–14772, https://doi.org/10.1016/j.eswa.2011.05.004
Fawcett T (2006) An introduction to roc analysis. Pattern Recognition Letters 27(8):861–874, http://www.sciencedirect.com/science/article/B6V15-4HV747X-1/2/c1653cca4db4e94215437a482fcbecbb
Gabrys B, Ruta D (2006) Genetic algorithms in classifier fusion. Applied Soft Computing 6(4):337–347, https://doi.org/10.1016/j.asoc.2005.11.001
García S, Fernández A, Luengo J, Herrera F (2010) Advanced nonparametric tests for multiple comparisons in the design of experiments in computational intelligence and data mining: Experimental analysis of power. Information Science 180(10):2044–2064, https://doi.org/10.1016/j.ins.2009.12.010
Geem Z, Kim J, Loganathan G (2001) A new heuristic optimization algorithm: Harmony search. Simulation 76(2):60–68
Gendreau M, Potvin JY (2010) Handbook of Metaheuristics, 2nd edn. Springer
Glover F (1994) Genetic algorithms and scatter search: Unsuspected potentials. Statistics and Computing 4:131–140
Glover F (2000) Fundamentals of scatter search and path relinking. Control and Cybernetics 29(3):653–684
Glover F, Kochenberger GA (2003) Handbook of Metaheuristics. Kluwer, Boston, http://opac.inria.fr/record=b1099522
Greistorfer P, Voß S (2005) Controlled pool maintenance for meta-heuristics. In: Rego C, Alidaee B (eds) Metaheuristic Optimization via Memory and Evolution, Kluwer, Boston, pp 387–424
Hand DJ (2009) Measuring classifier performance: A coherent alternative to the area under the roc curve. Machine Learning 77(1):103–123, https://doi.org/10.1007/s10994-009-5119-5
Hansen N (2006) The CMA evolution strategy: a comparing review. In: Lozano J, Larranaga P, Inza I, Bengoetxea E (eds) Towards a new evolutionary computation. Advances on estimation of distribution algorithms, Springer, pp 75–102
Hastie T, Tibshirani R, Friedman JH (2009) The Elements of Statistical Learning, 2nd edn. Springer, New York
Hernández-Orallo J, Flach PA, Ramirez CF (2011) Brier curves: a new cost-based visualisation of classifier performance. In: Getoor L, Scheffer T (eds) Proceedings of the 28th International Conference on Machine Learning, Omnipress, pp 585–592, http://dblp.uni-trier.de/db/conf/icml/icml2011.html#Hernandez-OralloFR11
Hosseini S, Khaled AA (2014) A survey on the imperialist competitive algorithm metaheuristic: Implementation in engineering domain and directions for future research. Applied Soft Computing 24:1078–1094, https://doi.org/10.1016/j.asoc.2014.08.024
Ingber L (1996) Adaptive simulated annealing (ASA): Lessons learned. Control and Cybernetics 25:33–54
Janikow CZ, Michalewicz Z (1991) An experimental comparison of binary and floating point representations in genetic algorithms. In: Belew RK, Booker LB (eds) Proceedings of the 4th International Conference on Genetic Algorithms, Morgan Kaufmann, pp 151–157–36, http://dblp.uni-trier.de/db/conf/icga/icga1991.html#JanikowM91
Jing Y, Xiaoqin Z, Shuiming Z, Shengli W (2013) Effective neural network ensemble approach for improving generalization performance. IEEE Transactions on Neural Networks and Learning Systems 24(6):878–887
Karaboga D, Basturk B (2007) Artificial bee colony (ABC) optimization algorithm for solving constrained optimization problems. In: Melin P, Castillo O, Aguilar LT, Kacprzyk J, Pedrycz W (eds) Foundations of Fuzzy Logic and Soft Computing: Proceedings of the 12th International Fuzzy Systems Association World Congress, IFSA 2007, Cancun, Mexico, June 18-21, 2007, Springer, Berlin, Heidelberg, pp 789–798, https://doi.org/10.1007/978-3-540-72950-1_77
Kirkpatrick S, Gelatt CD, Vecchi MP (1983) Optimization by simulated annealing. Science 220(4598):671–680
Lessmann S, Baesens B, Seow HV, Thomas LC (2015) Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research. European Journal of Operational Research 247(1):124–136, http://www.sciencedirect.com/science/article/pii/S0377221715004208, https://doi.org/10.1016/j.ejor.2015.05.030
MATLAB (2010) version 7.10.0 (R2010a). The MathWorks Inc., Natick, Massachusetts
Mitchell M (1995) Genetic algorithms: An overview. Complexity 1(1):31–39, https://doi.org/10.1002/cplx.6130010108
Nabavi-Kerizi SH, Abadi M, Kabir E (2010) A PSO-based weighting method for linear combination of neural networks. Comput Electr Eng 36(5):886–894, https://doi.org/10.1016/j.compeleceng.2008.04.006
Ortiz GA (2012) (1+1)-evolutionary strategy. https://de.mathworks.com/matlabcentral/fileexchange/35800-1+1-evolution-strategy--es-, accessed: 2016-04-01
Palanisamy S, Kanmani S (2012) Classifier ensemble design using artificial bee colony based feature selection. International Journal of Computer Science Issues 9(2):522–529
Partalas I, Tsoumakas G, Vlahavas I (2010) An ensemble uncertainty aware measure for directed hill climbing ensemble pruning. Machine Learning 81(3):257–282, https://doi.org/10.1007/s10994-010-5172-0
Poli R, Kennedy J, Blackwell T (2007) Particle swarm optimization. Swarm Intelligence 1(1):33–57, https://doi.org/10.1007/s11721-007-0002-0
Quoos M, Pozniak-Koszalka I, Koszalka L, Kasprzak A (2015) Multiple classifier system with metaheuristic algorithms. In: Gervasi O, Murgante B, Misra S, Gavrilova LM, Rocha CAMA, Torre C, Taniar D, Apduhan OB (eds) Computational Science and Its Applications – ICCSA 2015: Proceedings of the 15th International Conference, Banff, AB, Canada, June 22-25, 2015, Part II, Springer, Cham, pp 43–54, https://doi.org/10.1007/978-3-319-21407-8_4
Rao RV, Savsani VJ, Vakharia DP (2011) Teaching-learning-based optimization: A novel method for constrained mechanical design optimization problems. Computer Aided Design 43(3):303–315, https://doi.org/10.1016/j.cad.2010.12.015
Rechenberg I (1970) Optimierung technischer Systeme nach Prinzipien der biologischen Evolution. Dissertation, Technische Universität Berlin
Resende M, Ribeiro C, Glover F, Marti R (2010) Scatter search and path relinking: Fundamentals, advances and applications. In: Handbook of Metaheuristics, Springer, New York, pp 87–107
Reynolds RG (1994) An introduction to cultural algorithms. In: Sebald AV, Fogel LJ (eds) Evolutionary Programming — Proceedings of the Third Annual Conference, World Scientific Press, San Diego, CA, USA, pp 131–139, http://ai.cs.wayne.edu/ai/availablePapersOnLine/IntroToCA.pdf
Schwefel HP (1975) Evolutionsstrategie und numerische Optimierung. Dissertation, Technische Universität Berlin
Segredo E, Lalla-Ruiz E, Hart E, BPaechter, Voß S (2016) Analysing the performance of migrating birds optimisation approaches for large scale continuous problems. Lecture Notes in Computer Science 9921:134–144
Shmueli G, Koppius OR (2011) Predictive analytics in information systems research. MIS Quarterly 35(3):553–572
Simon D (2008) Biogeography-based optimization. IEEE Transactions on Evolutionary Computation 12(6):702–713
Socha K, Dorigo M (2008) Ant colony optimization for continuous domains. European Journal of Operational Research 185(3):1155–1173, http://EconPapers.repec.org/RePEc:eee:ejores:v:185:y:2008:i:3:p:1155-1173
Sorensen K, Sevaux M, Glover F (2018) A history of metaheuristics. In: Martí R, Pardalos P, Resende M (eds) Handbook of Heuristics, Springer, Cham. https://doi.org/10.1007/978-3-319-07153-4_4-1
Storn R, Price K (1997) Differential evolution – a simple and efficient heuristic for global optimization over continuous spaces. Journal of Global Optimization 11(4):341–359, https://doi.org/10.1023/A:1008202821328
Taghavi S, Sajedi H (2014) Ensemble selection using simulated annealing walking. International Journal of Advances in Computer Science & Its Applications 4(4):174–178
Tahir MA, Smith J (2010) Creating diverse nearest-neighbour ensembles using simultaneous metaheuristic feature selection. Pattern Recognition Letters 31(11):1470–1480. https://doi.org/10.1016/j.patrec.2010.01.030
Tang EK, Suganthan PN, Yao X (2006) An analysis of diversity measures. Machine Learning 65(1):247–271. https://doi.org/10.1007/s10994-006-9449-2
Tsoumakas G, Partalas I, Vlahavas I (2009) An ensemble pruning primer. In: Okun O, Valentini G (eds) Applications of Supervised and Unsupervised Ensemble Methods, Studies in Computational Intelligence, Springer, Berlin, pp 1–13, https://doi.org/10.1007/978-3-642-03999-7_1
Visentini I, Snidaro L, Foresti GL (2016) Diversity-aware classifier ensemble selection via f-score. Information Fusion 28:24–43, http://www.sciencedirect.com/science/article/pii/S1566253515000688
Weyland D (2010) A rigorous analysis of the harmony search algorithm: How the research community can be misled by a “novel” methodology. International Journal of Applied Metaheuristic Computing (IJAMC) 1(2):50–60
Yang XS (2009) Firefly algorithms for multimodal optimization. In: Watanabe O, Zeugmann T (eds) Stochastic Algorithms: Foundations and Applications: Proceedings of the 5th International Symposium, SAGA 2009, Sapporo, Japan, October 26-28, 2009., Springer, Berlin, Heidelberg, pp 169–178, https://doi.org/10.1007/978-3-642-04944-6_14
Yarpiz (2016) Yarpiz. http://yarpiz.com/category/metaheuristics, accessed: 2016-04-01
Yin PY, Glover F, Laguna M, Zhu JX (2010) Cyber swarm algorithms — improving particle swarm optimization using adaptive memory strategies. European Journal of Operational Research 201:377–389
Yu X, Gen M (2012) Introduction to Evolutionary Algorithms. Springer
Zhou ZH (2012) Ensemble Methods: Foundations and Algorithms. Chapman & Hall/CRC
Zhou ZH, Wu JX, Jiang Y, Chen SF (2001) Genetic algorithm based selective neural network ensemble. In: Proceedings of the 17th International Joint Conference on Artificial Intelligence - Volume 2, Morgan Kaufmann Publishers Inc., San Francisco, CA, USA, IJCAI’01, pp 797–802, http://dl.acm.org/citation.cfm?id=1642194.1642200
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this chapter
Cite this chapter
Thomschke, R., Voß, S., Lessmann, S. (2019). Metaheuristics and Classifier Ensembles. In: Moscato, P., de Vries, N. (eds) Business and Consumer Analytics: New Ideas. Springer, Cham. https://doi.org/10.1007/978-3-030-06222-4_19
Download citation
DOI: https://doi.org/10.1007/978-3-030-06222-4_19
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-06221-7
Online ISBN: 978-3-030-06222-4
eBook Packages: Computer ScienceComputer Science (R0)