We propose a new ensemble algorithm called Convex Hull Ensemble Machine (CHEM). CHEM in Hilbert space is developed first and it is modified to regression and classification problems. Empirical studies show that in classification problems CHEM has similar prediction accuracy as AdaBoost, but CHEM is much more robust to output noise. In regression problems, CHEM works competitively with other ensemble methods such as Gradient Boost and Bagging.
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