Skip to main content

2018 | OriginalPaper | Buchkapitel

On Scalability of Predictive Ensembles and Tradeoff Between Their Training Time and Accuracy

verfasst von : Pavel Kordík, Tomáš Frýda

Erschienen in: Advances in Intelligent Systems and Computing II

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

Scalability of predictive models is often realized by data subsampling. The generalization performance of models is not the only criterion one should take into account in the algorithm selection stage. For many real world applications, predictive models have to be scalable and their training time should be in balance with their performance. For many tasks it is reasonable to save computational resources and select an algorithm with slightly lower performance and significantly lower training time. In this contribution we made extensive benchmarks of predictive algorithms scalability and examined how they are capable to trade accuracy for lower training time. We demonstrate how one particular template (simple ensemble of fast sigmoidal regression models) outperforms state-of-the-art approaches on the Airline data set.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Segata, N., Blanzieri, E.: Fast and scalable local kernel machines. J. Mach. Learn. Res. 11(June), 1883–1926 (2010)MathSciNet Segata, N., Blanzieri, E.: Fast and scalable local kernel machines. J. Mach. Learn. Res. 11(June), 1883–1926 (2010)MathSciNet
2.
Zurück zum Zitat Dean, J., Ghemawat, S.: MapReduce: simplified data processing on large clusters. Commun. ACM 51(1), 107–113 (2008)CrossRef Dean, J., Ghemawat, S.: MapReduce: simplified data processing on large clusters. Commun. ACM 51(1), 107–113 (2008)CrossRef
3.
Zurück zum Zitat Kordík, P., Černý, J.: Self-organization of supervised models. In: Jankowski, N., Duch, W., Graczewski, K. (eds.) Meta-learning in Computational Intelligence. Studies in Computational Intelligence, vol. 358, pp. 179–223. Springer, Heidelberg (2011) Kordík, P., Černý, J.: Self-organization of supervised models. In: Jankowski, N., Duch, W., Graczewski, K. (eds.) Meta-learning in Computational Intelligence. Studies in Computational Intelligence, vol. 358, pp. 179–223. Springer, Heidelberg (2011)
4.
Zurück zum Zitat Sutherland, A., Henery, R., Molina, R., Taylor, C.C., King, R.: StatLog: Comparison of Classification Algorithms on Large Real-World Problems. Springer, Heidelberg (1993) Sutherland, A., Henery, R., Molina, R., Taylor, C.C., King, R.: StatLog: Comparison of Classification Algorithms on Large Real-World Problems. Springer, Heidelberg (1993)
5.
Zurück zum Zitat Bensusan, H., Kalousis, A.: Estimating the predictive accuracy of a classifier. In: Proceedings of the 12th European Conference on Machine Learning. Springer (2001) Bensusan, H., Kalousis, A.: Estimating the predictive accuracy of a classifier. In: Proceedings of the 12th European Conference on Machine Learning. Springer (2001)
6.
Zurück zum Zitat Botia, J.A., Gomez-Skarmeta, A.F., Valdes, M., Padilla, A.: METALA: a meta-learning architecture. In: Proceedings of the International Conference, Seventh Fuzzy Days on Computational Intelligence, Theory and Applications (2001) Botia, J.A., Gomez-Skarmeta, A.F., Valdes, M., Padilla, A.: METALA: a meta-learning architecture. In: Proceedings of the International Conference, Seventh Fuzzy Days on Computational Intelligence, Theory and Applications (2001)
7.
Zurück zum Zitat Thornton, C., Hutter, F., Hoos, H.H., Leyton-Brown, K.: Auto-WEKA: combined selection and hyperparameter optimization of classification algorithms. In: Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 847–855 (2013) Thornton, C., Hutter, F., Hoos, H.H., Leyton-Brown, K.: Auto-WEKA: combined selection and hyperparameter optimization of classification algorithms. In: Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 847–855 (2013)
8.
Zurück zum Zitat Salvador, M.M., Budka, M., Gabrys, B.: Automatic composition and optimisation of multicomponent predictive systems. arXiv preprint arXiv:1612.08789 (2016) Salvador, M.M., Budka, M., Gabrys, B.: Automatic composition and optimisation of multicomponent predictive systems. arXiv preprint arXiv:​1612.​08789 (2016)
9.
Zurück zum Zitat Salvador, M.M., Budka, M., Gabrys, B.: Towards automatic composition of multicomponent predictive systems. In: International Conference on Hybrid Artificial Intelligence Systems, pp. 27–39. Springer (2016) Salvador, M.M., Budka, M., Gabrys, B.: Towards automatic composition of multicomponent predictive systems. In: International Conference on Hybrid Artificial Intelligence Systems, pp. 27–39. Springer (2016)
10.
Zurück zum Zitat Salvador, M.M., Budka, M., Gabrys, B.: Adapting multicomponent predictive systems using hybrid adaptation strategies with auto-WEKA in process industry. In: International Conference on Machine Learning. AutoML Workshop (2016) Salvador, M.M., Budka, M., Gabrys, B.: Adapting multicomponent predictive systems using hybrid adaptation strategies with auto-WEKA in process industry. In: International Conference on Machine Learning. AutoML Workshop (2016)
11.
Zurück zum Zitat Koza, J.R.: Genetic programming. IEEE Intell. Syst. 14(4), 135–84 (2000) Koza, J.R.: Genetic programming. IEEE Intell. Syst. 14(4), 135–84 (2000)
12.
Zurück zum Zitat Li, L., Jamieson, K., DeSalvo, G., Rostamizadeh, A., Talwalkar, A.: Efficient Hyperparameter Optimization and Infinitely Many Armed Bandits. arXiv preprint (2016) Li, L., Jamieson, K., DeSalvo, G., Rostamizadeh, A., Talwalkar, A.: Efficient Hyperparameter Optimization and Infinitely Many Armed Bandits. arXiv preprint (2016)
13.
Zurück zum Zitat Duffy, N., Helmbold, D.: A geometric approach to leveraging weak learners. In: European Conference on Computational Learning Theory, pp. 18–33. Springer (1999) Duffy, N., Helmbold, D.: A geometric approach to leveraging weak learners. In: European Conference on Computational Learning Theory, pp. 18–33. Springer (1999)
14.
Zurück zum Zitat Marquardt, D.W.: An algorithm for least-squares estimation of nonlinear parameters. J. Soc. Ind. Appl. Math. 11(2), 431–441 (1963)MathSciNetCrossRef Marquardt, D.W.: An algorithm for least-squares estimation of nonlinear parameters. J. Soc. Ind. Appl. Math. 11(2), 431–441 (1963)MathSciNetCrossRef
15.
Zurück zum Zitat Shanno, D.F.: Conditioning of Quasi-Newton methods for function minimization. Math. Comput. 24(111), 647–656 (1970)MathSciNetCrossRef Shanno, D.F.: Conditioning of Quasi-Newton methods for function minimization. Math. Comput. 24(111), 647–656 (1970)MathSciNetCrossRef
16.
Zurück zum Zitat Bičík, V.: Continuous optimization algorithms. Master’s thesis, CTU in Prague (2010) Bičík, V.: Continuous optimization algorithms. Master’s thesis, CTU in Prague (2010)
17.
Zurück zum Zitat Kordík, P., Koutník, J., Drchal, J., Kovářík, O., Čepek, M., Šnorek, M.: Meta-learning approach to neural network optimization. Neural Netw. 23(4), 568–582 (2010). 2010 special issueCrossRef Kordík, P., Koutník, J., Drchal, J., Kovářík, O., Čepek, M., Šnorek, M.: Meta-learning approach to neural network optimization. Neural Netw. 23(4), 568–582 (2010). 2010 special issueCrossRef
20.
Zurück zum Zitat Brazdil, P., Giraud-Carrier, C., Soares, C., Vilalta, R.: Metalearning: Applications to Data Mining. Cognitive Technologies. Springer, Heidelberg (2009)CrossRef Brazdil, P., Giraud-Carrier, C., Soares, C., Vilalta, R.: Metalearning: Applications to Data Mining. Cognitive Technologies. Springer, Heidelberg (2009)CrossRef
21.
Zurück zum Zitat Kuncheva, L.: Combining Pattern Classifiers: Methods and Algorithms. John Wiley and Sons, New York (2004)CrossRef Kuncheva, L.: Combining Pattern Classifiers: Methods and Algorithms. John Wiley and Sons, New York (2004)CrossRef
22.
Zurück zum Zitat Wolpert, D.H.: Stacked generalization. Neural Netw. 5, 241–259 (1992)CrossRef Wolpert, D.H.: Stacked generalization. Neural Netw. 5, 241–259 (1992)CrossRef
23.
Zurück zum Zitat Schapire, R.E.: The strength of weak learnability. Mach. Learn. 5(2), 197–227 (1990)CrossRef Schapire, R.E.: The strength of weak learnability. Mach. Learn. 5(2), 197–227 (1990)CrossRef
24.
Zurück zum Zitat Woods, K., Kegelmeyer, W., Bowyer, K.: Combination of multiple classifiers using local accuracy estimates. IEEE Trans. Pattern Anal. Mach. Intell. 19, 405–410 (1997)CrossRef Woods, K., Kegelmeyer, W., Bowyer, K.: Combination of multiple classifiers using local accuracy estimates. IEEE Trans. Pattern Anal. Mach. Intell. 19, 405–410 (1997)CrossRef
25.
Zurück zum Zitat Holeňa, M., Linke, D., Steinfeldt, N.: Boosted neural networks in evolutionary computation. In: Neural Information Processing. LNCS, vol. 5864, pp. 131–140. Springer, Heidelberg (2009) Holeňa, M., Linke, D., Steinfeldt, N.: Boosted neural networks in evolutionary computation. In: Neural Information Processing. LNCS, vol. 5864, pp. 131–140. Springer, Heidelberg (2009)
26.
Zurück zum Zitat Brown, G., Wyatt, J., Tino, P.: Managing diversity in regression ensembles. J. Mach. Learn. Res. 6, 1621–1650 (2006)MathSciNet Brown, G., Wyatt, J., Tino, P.: Managing diversity in regression ensembles. J. Mach. Learn. Res. 6, 1621–1650 (2006)MathSciNet
27.
Zurück zum Zitat Brazdil, P., Giraud-Carrier, C., Soares, C., Vilalta, R.: Metalearning, Applications to Data Mining. Cognitive Technologies. Springer, Heidelberg (2009)CrossRef Brazdil, P., Giraud-Carrier, C., Soares, C., Vilalta, R.: Metalearning, Applications to Data Mining. Cognitive Technologies. Springer, Heidelberg (2009)CrossRef
28.
Zurück zum Zitat Breiman, L.: Bagging predictors. Mach. Learn. 24(2), 123–140 (1996)CrossRef Breiman, L.: Bagging predictors. Mach. Learn. 24(2), 123–140 (1996)CrossRef
29.
Zurück zum Zitat Gama, J., Brazdil, P.: Cascade generalization. Mach. Learn. 41(3), 315–343 (2000)CrossRef Gama, J., Brazdil, P.: Cascade generalization. Mach. Learn. 41(3), 315–343 (2000)CrossRef
30.
Zurück zum Zitat Ferri, C., Flach, P., Hernández-Orallo, J.: Delegating classifiers. In: Proceedings of the Twenty-First International Conference on Machine Learning, ICML 2004, p. 37. ACM, New York (2004) Ferri, C., Flach, P., Hernández-Orallo, J.: Delegating classifiers. In: Proceedings of the Twenty-First International Conference on Machine Learning, ICML 2004, p. 37. ACM, New York (2004)
31.
Zurück zum Zitat Alpaydin, E., Kaynak, C.: Cascading classifiers. Kybernetika 34, 369–374 (1998) Alpaydin, E., Kaynak, C.: Cascading classifiers. Kybernetika 34, 369–374 (1998)
32.
Zurück zum Zitat Kaynak, C., Alpaydin, E.: Multistage cascading of multiple classifiers: one man’s noise is another man’s data. In: Proceedings of the Seventeenth International Conference on Machine Learning, ICML 2000, pp. 455–462. Morgan Kaufmann Publishers Inc., San Francisco (2000) Kaynak, C., Alpaydin, E.: Multistage cascading of multiple classifiers: one man’s noise is another man’s data. In: Proceedings of the Seventeenth International Conference on Machine Learning, ICML 2000, pp. 455–462. Morgan Kaufmann Publishers Inc., San Francisco (2000)
33.
Zurück zum Zitat Ortega, J., Koppel, M., Argamon, S.: Arbitrating among competing classifiers using learned referees. Knowl. Inf. Syst. 3(4), 470–490 (2001)CrossRef Ortega, J., Koppel, M., Argamon, S.: Arbitrating among competing classifiers using learned referees. Knowl. Inf. Syst. 3(4), 470–490 (2001)CrossRef
34.
Zurück zum Zitat Holland, J.H.: Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence. U Michigan Press, Ann Arbor (1975) Holland, J.H.: Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence. U Michigan Press, Ann Arbor (1975)
35.
Zurück zum Zitat Rosca, J.P.: Analysis of complexity drift in genetic programming. In: Genetic Programming, pp. 286–294 (1997) Rosca, J.P.: Analysis of complexity drift in genetic programming. In: Genetic Programming, pp. 286–294 (1997)
36.
Zurück zum Zitat Borovicka, T., Jirina Jr., M., Kordik, P., Jirina, M.: Selecting representative data sets. In: Advances in Data Mining Knowledge Discovery and Applications. Intech (2012) Borovicka, T., Jirina Jr., M., Kordik, P., Jirina, M.: Selecting representative data sets. In: Advances in Data Mining Knowledge Discovery and Applications. Intech (2012)
37.
Zurück zum Zitat Basilico, J.D., Munson, M.A., Kolda, T.G., Dixon, K.R., Kegelmeyer, W.P.: Comet: a recipe for learning and using large ensembles on massive data. In: 2011 IEEE 11th International Conference on Data Mining, pp. 41–50. IEEE (2011) Basilico, J.D., Munson, M.A., Kolda, T.G., Dixon, K.R., Kegelmeyer, W.P.: Comet: a recipe for learning and using large ensembles on massive data. In: 2011 IEEE 11th International Conference on Data Mining, pp. 41–50. IEEE (2011)
38.
Zurück zum Zitat Arora, A., Candel, A., Lanford, J., LeDell, E., Parmar, V.: Deep Learning with H2O. H2O.ai, Mountain View (2015) Arora, A., Candel, A., Lanford, J., LeDell, E., Parmar, V.: Deep Learning with H2O. H2O.ai, Mountain View (2015)
39.
Zurück zum Zitat Meng, X., Bradley, J., Yuvaz, B., Sparks, E., Venkataraman, S., Liu, D., Freeman, J., Tsai, D., Amde, M., Owen, S., et al.: MLlib: machine learning in apache spark. JMLR 17(34), 1–7 (2016)MathSciNet Meng, X., Bradley, J., Yuvaz, B., Sparks, E., Venkataraman, S., Liu, D., Freeman, J., Tsai, D., Amde, M., Owen, S., et al.: MLlib: machine learning in apache spark. JMLR 17(34), 1–7 (2016)MathSciNet
40.
Zurück zum Zitat Chu, C., Kim, S.K., Lin, Y.A., Yu, Y., Bradski, G., Ng, A.Y., Olukotun, K.: Map-Reduce for machine learning on multicore. Adv. Neural Inf. Process. Syst. 19, 281 (2007) Chu, C., Kim, S.K., Lin, Y.A., Yu, Y., Bradski, G., Ng, A.Y., Olukotun, K.: Map-Reduce for machine learning on multicore. Adv. Neural Inf. Process. Syst. 19, 281 (2007)
41.
Zurück zum Zitat van Rijn, J.N., Abdulrahman, S.M., Brazdil, P., Vanschoren, J.: Fast algorithm selection using learning curves. In: International Symposium on Intelligent Data Analysis, pp. 298–309. Springer (2015) van Rijn, J.N., Abdulrahman, S.M., Brazdil, P., Vanschoren, J.: Fast algorithm selection using learning curves. In: International Symposium on Intelligent Data Analysis, pp. 298–309. Springer (2015)
42.
Zurück zum Zitat H2O.ai: H2O: Scalable Machine Learning (2015) H2O.ai: H2O: Scalable Machine Learning (2015)
43.
Zurück zum Zitat Baldi, P., Sadowski, P., Whiteson, D.: Searching for exotic particles in high-energy physics with deep learning. Nat. Commun. 5 (2014). Article no. 4308 Baldi, P., Sadowski, P., Whiteson, D.: Searching for exotic particles in high-energy physics with deep learning. Nat. Commun. 5 (2014). Article no. 4308
44.
Zurück zum Zitat Hussami, N., Kraljevic, T., Lanford, J., Nykodym, T., Rao, A., Wang, A.: Generalized linear modeling with H2O (2015) Hussami, N., Kraljevic, T., Lanford, J., Nykodym, T., Rao, A., Wang, A.: Generalized linear modeling with H2O (2015)
45.
Zurück zum Zitat Click, C., Malohlava, M., Candel, A., Roark, H., Parmar, V.: Gradient boosting machine with H2O (2016) Click, C., Malohlava, M., Candel, A., Roark, H., Parmar, V.: Gradient boosting machine with H2O (2016)
46.
Zurück zum Zitat LeDell, E.: Scalable super learning. In: Handbook of Big Data, p. 339 (2016) LeDell, E.: Scalable super learning. In: Handbook of Big Data, p. 339 (2016)
Metadaten
Titel
On Scalability of Predictive Ensembles and Tradeoff Between Their Training Time and Accuracy
verfasst von
Pavel Kordík
Tomáš Frýda
Copyright-Jahr
2018
DOI
https://doi.org/10.1007/978-3-319-70581-1_18

Premium Partner