New Ensemble Combination Scheme

摘要

Recently many statistical learning techniques are successfully developed and used in several areas. However, these algorithms sometimes are not robust and does not show good performances. The ensemble method can solve these problems. It is known that the ensemble learning sometimes improves the generalized performance of machine learning tasks as well as makes it robust However, the combining weights of the ensemble model are usually pre-determined or determined with the concept that the ensemble model is a superposition of individual ones. Thus we proposed a new ensemble combination scheme which consider the ensemble model is a factor affects the individual predictors. Through experiments, the proposed method shows better performance than other existing methods in the regression problems and shows competitive performance in the classification problems.