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.
Affiliations
Helsinky University of TechnologyDepartment of Information and Computer Science
Institut National Polytechnique de GrenobleGipsa-lab
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