A Boosting Approach to Constructing an Ensemble Stack
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An approach to evolutionary ensemble learning for classification is proposed in which boosting is used to construct a stack of programs. Each application of boosting identifies a single champion and a residual dataset, i.e. the training records that thus far were not correctly classified. The next program is only trained against the residual, with the process iterating until some maximum ensemble size or no further residual remains. Training against a residual dataset actively reduces the cost of training. Deploying the ensemble as a stack also means that only one classifier might be necessary to make a prediction, so improving interpretability. Benchmarking studies are conducted to illustrate competitiveness with the prediction accuracy of current state-of-the-art evolutionary ensemble learning algorithms, while providing solutions that are orders of magnitude simpler. Further benchmarking with a high cardinality dataset indicates that the proposed method is also more accurate and efficient than XGBoost.
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