Ensemble Modeling with a Constrained Linear System of Leave-One-Out Outputs

Miché, Yoan;Eirola, Emile;Bas, Patrick;Simula, Olli;Verleysen, Michel;et.al.
(2010) 18th European Symposium on Artificial Neural Networks - Computational Intelligence and Machine Learning (ESANN 2010) — Location: Bruges (Belgium) (28.April.2010)

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Authors
  • Miché, YoanHelsinky University of Technology
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  • Eirola, EmileHelsinky University of Technology
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  • Bas, PatrickInstitut National Polytechnique de Grenoble
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  • Simula, OlliHelsinky University of Technology
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Abstract
This paper proposes a method for ensemble models using their Leave-One-Out output and solving a constrained linear system. By the use of the proposed method to create an ensemble of Locally Linear models, results on six different regression data sets are comparable to state-of-the-art methods such as Least-Squares Support Vector Machines and Gaussian Processes, while being orders of magnitude faster.
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Citations

Miché, Y., Eirola, E., Bas, P., Simula, O., Jutten, C., Lendasse, A., & Verleysen, M. (2010). Ensemble Modeling with a Constrained Linear System of Leave-One-Out Outputs. Proceedings of the 18th European Symposium on Artificial Neural Networks - Computational Intelligence and Machine Learning (ESANN 2010), p. 19-24. https://hdl.handle.net/2078.5/253705