Theoretical background for ensemble methods with multivariate decomposition

Szupiluk R., Wojewnik P., Zabkowski T.

9th WSEAS International Conference on Simulation, Modelling and Optimization, Budapest, Macaristan, 3 - 05 Eylül 2009, ss.266-267 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: Budapest
  • Basıldığı Ülke: Macaristan
  • Sayfa Sayıları: ss.266-267
  • İstanbul Teknik Üniversitesi Adresli: Hayır

Özet

In this paper we present the theoretical background for destructive component identification in ensemble method via multivariate decompositions. The identification method is based on second order statistics and it is addressed for predictive models scored by MSE criterion. The validity of the concept is confirmed by simulation study based on Friedman benchmark function.