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Class Switching Ensembles for Ordinal Regression

机译:用于有序回归的类交换集合

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The term ordinal regression refers to classification tasks in which the categories have a natural ordering. The main premise of this learning paradigm is that the ordering can be exploited to generate more accurate predictors. The goal of this work is to design class switching ensembles that take into account such ordering so that they are more accurate in ordinal regression problems. In standard (nominal) class switching ensembles, diversity among the members of the ensemble is induced by injecting noise in the class labels of the training instances. Assuming that the classes are interchangeable, the labels are modified at random. In ordinal class switching, the ordering between classes is taken into account by reducing the transition probabilities to classes that are further apart. In this manner smaller label perturbations in the ordinal scale are favoured. Two different specifications of these transition probabilities are considered; namely, an arithmetic and a geometric decrease with the absolute difference of the class ranks. These types of ordinal class switching ensembles are compared with an ensemble method that does not consider class-switching, a nominal class-switching ensemble, an ordinal variant of boosting, and two state-of-the-art ordinal classifiers based on support vector machines and Gaussian processes, respectively. These methods are evaluated and compared in a total of 15 datasets, using three different performance metrics. From the results of this evaluation one concludes that ordinal class-switching ensembles are more accurate than standard class-switching ones and than the ordinal ensemble method considered. Furthermore, their performance is comparable to the state-of-the-art ordinal regression methods considered in the analysis. Thus, class switching ensembles with specifically designed transition probabilities, which take into account the relationships between classes, are shown to provide very accurate predictions in ordinal regression problems.
机译:序数回归是指分类任务,其中类别具有自然顺序。该学习范例的主要前提是可以利用排序来生成更准确的预测变量。这项工作的目的是设计一种考虑了此类排序的类切换集成,以使它们在有序回归问题中更准确。在标准(标称)班级切换合奏中,通过在训练实例的班级标签中注入噪声来诱导合奏成员之间的多样性。假设这些类是可互换的,则可以随意修改标签。在有序类切换中,通过减少到更远的类的转移概率来考虑类之间的排序。以这种方式,有利于按序规模的较小标签扰动。考虑了这些转移概率的两种不同规范;即,具有等级差的绝对差的算术和几何减少。将这些类型的有序类切换合奏与不考虑类切换的集成方法,标称类切换合奏,boost的有序变体以及两个基于支持向量机的最新有序分类器进行比较和高斯过程。使用三种不同的性能指标对这些方法进行了评估,并在总共15个数据集中进行了比较。从评估的结果可以得出结论,顺序分类切换合奏比标准分类切换合奏和所考虑的顺序合奏方法更准确。此外,它们的性能可与分析中考虑的最先进的序数回归方法相媲美。因此,考虑到类之间的关系,具有特定设计的转换概率的类切换合奏显示出在序数回归问题中提供了非常准确的预测。

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