Ensemble classification based on generalized additive models

Koen W. De Bock, Kristof Coussement, Dirk Van den Poel

Research output: Contribution to journalArticle

42 Citations (Scopus)

Abstract

Generalized additive models (GAMs) are a generalization of generalized linear models (GLMs) and constitute a powerful technique which has successfully proven its ability to capture nonlinear relationships between explanatory variables and a response variable in many domains. In this paper, GAMs are proposed as base classifiers for ensemble learning. Three alternative ensemble strategies for binary classification using GAMs as base classifiers are proposed: (i) GAMbag based on Bagging, (ii) GAMrsm based on the Random Subspace Method (RSM), and (iii) GAMens as a combination of both. In an experimental validation performed on 12 data sets from the UCI repository, the proposed algorithms are benchmarked to a single GAM and to decision tree based ensemble classifiers (i.e. RSM, Bagging, Random Forest, and the recently proposed Rotation Forest). From the results a number of conclusions can be drawn. Firstly, the use of an ensemble of GAMs instead of a single GAM always leads to improved prediction performance. Secondly, GAMrsm and GAMens perform comparably, while both versions outperform GAMbag. Finally, the value of using GAMs as base classifiers in an ensemble instead of standard decision trees is demonstrated. GAMbag demonstrates performance comparable to ordinary Bagging. Moreover, GAMrsm and GAMens outperform RSM and Bagging, while these two GAM ensemble variations perform comparably to Random Forest and Rotation Forest. Sensitivity analyses are included for the number of member classifiers in the ensemble, the number of variables included in a random feature subspace and the number of degrees of freedom for GAM spline estimation.

Original languageEnglish
Pages (from-to)1535-1546
Number of pages12
JournalComputational Statistics and Data Analysis
Volume54
Issue number6
DOIs
Publication statusPublished - 1 Jun 2010
Externally publishedYes

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