Exploiting Diversity in Ensembles: Improving the Performance on Unbalanced Datasets
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TL;DR
A genetic algorithm based framework is implemented to weight the contribution of each classifier by an appropriate fitness function, such that the classifiers that complement each other on the unbalanced dataset are preferred, resulting in significantly improved performances.
Abstract
Ensembles are often capable of greater predictive performance than any of their individual classifiers. Despite the need for classifiers to make different kinds of errors, the majority voting scheme, typically used, treats each classifier as though it contributed equally to the group's performance. This can be particularly limiting on unbalanced datasets, as one is more interested in complementing classifiers that can assist in improving the true positive rate without signicantly increasing the false positive rate. Therefore, we implement a genetic algorithm based framework to weight the contribution of each classifier by an appropriate fitness function, such that the classifiers that complement each other on the unbalanced dataset are preferred, resulting in significantly improved performances. The proposed framework can be built on top of any collection of classifiers with different fitness functions.
