Coopetitive Soft Gating Ensemble
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In this article, we proposed the Coopetititve Soft Gating Ensemble or CSGE for general machine learning tasks. The goal of machine learning is to create models which poses a high generalisation capability. But often problems are too complex to be solved by a single model. Therefore, ensemble methods combine predictions of multiple models. The CSGE comprises a comprehensible combination based on three different aspects relating to the overall global historical performance, the local-/situation-dependent and time-dependent performance of its ensemble members. The CSGE can be optimised according to arbitrary loss functions making it accessible for a wider range of problems. We introduce a novel training procedure including a hyper-parameter initialisation at its heart. We show that the CSGE approach reaches state-of-the-art performance for both classification and regression tasks. Still, the CSGE allows to quantify the influence of all base estimators by means of the three weighting aspects in a comprehensive way. In terms of Organic computing (OC), our CSGE approach combines multiple base models towards a self-organising complex system. Moreover, we provide a scikit-learn compatible implementation.
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