Ensemble selection by GRASP

Zhuan Liu, Qun Dai, Ningzhong Liu

Abstract: Ensemble selection, which aims to select a proper subset of the original whole ensemble, can be seen as a combinatorial optimization problem, and usually can achieve a pruned ensemble with better performance than the original one. Ensemble selection by greedy methods has drawn a lot of attention, and many greedy ensemble selection algorithms have been proposed, many of which focus on the design of a new evaluation measure or on the study about different search directions. It is well accepted that diversity plays a crucial role in ensemble selection methods. Many evaluation measures based on diversity have been proposed and have achieved a good success. However, most of the existing researches have neglected the substantial local optimal problem of greedy methods, which is just the central issue addressed in this paper, where a new Ensemble Selection (GraspEnS) algorithm based on Greedy Randomized Adaptive Search Procedure (GRASP) is proposed. The typical greedy ensemble selection approach is improved by the random factor incorporated into GraspEnS. Moreover, the GraspEnS algorithm realizes multi-start searching and appropriately expands the search range of the typical greedy approaches. Experimental results demonstrate that the newly devised GraspEnS algorithm is able to achieve a final pruned subensemble with comparable or better performance compared with its competitors.