A DEA approach for model combination

Zhiqiang (Eric) Zheng, Balaji Padmanabhan, Haoqiang Zheng

Abstract: This paper proposes a novel Data Envelopment Analysis (DEA) based approach for model combination. We first prove that for the 2-class classification problems DEA models identify the same convex hull as the popular ROC analysis used for model combination. For general k-class classifiers, we then develop a DEA-based method to combine multiple classifiers. Experiments show that the method outperforms other benchmark methods and suggest that DEA can be a promising tool for model combination.