Statistical Instance-Based Ensemble Pruning for Multi-class Problems

Gonzalo Martínez-Muñoz, Daniel Hernández-Lobato, Alberto Suárez

Abstract: Recent research has shown that the provisional count of votes of an ensemble of classifiers can be used to estimate the probability that the final ensemble prediction coincides with the current majority class. For a given instance, querying can be stopped when this probability is above a specified threshold. This instance-based ensemble pruning procedure can be efficiently implemented if these probabilities are pre-computed and stored in a lookup table. However, the size of the table and the cost of computing the probabilities grow very rapidly with the number of classes of the problem. In this article we introduce a number of computational optimizations that can be used to make the construction of the lookup table feasible. As a result, the application of instance-based ensemble pruning is extended to multi-class problems. Experiments in several UCI multi-class problems show that instance-based pruning speeds-up classification by a factor between 2 and 10 without any significant variation in the prediction accuracy of the ensemble.