Skip to main content
Log in

An extensive empirical comparison of ensemble learning methods for binary classification

  • Short Paper
  • Published:
Pattern Analysis and Applications Aims and scope Submit manuscript

Abstract

We present an extensive empirical comparison between nineteen prototypical supervised ensemble learning algorithms, including Boosting, Bagging, Random Forests, Rotation Forests, Arc-X4, Class-Switching and their variants, as well as more recent techniques like Random Patches. These algorithms were compared against each other in terms of threshold, ranking/ordering and probability metrics over nineteen UCI benchmark data sets with binary labels. We also examine the influence of two base learners, CART and Extremely Randomized Trees, on the bias–variance decomposition and the effect of calibrating the models via Isotonic Regression on each performance metric. The selected data sets were already used in various empirical studies and cover different application domains. The source code and the detailed results of our study are publicly available.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9

References

  1. Zhou Z-H (2012) Ensemble methods: foundations and algorithms. Chapman & Hall/CRC, Boca Raton

    Google Scholar 

  2. Bauer E, Kohavi R (1999) An empirical comparison of voting classification algorithms: bagging, boosting, and variants. Mach Learn 36(1–2):105–139

    Article  Google Scholar 

  3. Caruana R, Niculescu-Mizil A (2006) An empirical comparison of supervised learning algorithms. In: Proceedings of the ICML, pp 161–168

  4. Chen N, Ribeiro B, Chen A (2015) Comparative study of classifier ensembles for cost-sensitive credit risk assessment. Intell Data Anal 19(1):127–144

    Google Scholar 

  5. Zhang C, Zhang J (2008) Rotboost: a technique for combining rotation forest and adaboost. Pattern Recognit Lett 29(10):1524–1536

    Article  Google Scholar 

  6. Rodríguez JJ, Kuncheva L, Alonso CJ (2006) A rotation forest: a new classifier ensemble method. IEEE Trans Pattern Anal Mach Intell 28(10):1619–1630

    Article  Google Scholar 

  7. Louppe G, Geurts P (2012) Ensembles on random patches. In: Proceedings of the ECML/PKDD, pp 346–361

  8. Geurts P, Ernst D, Wehenkel W (2006) Extremely randomized trees. Mach Learn 63(1):3–42

    Article  MATH  Google Scholar 

  9. Niculescu-Mizil A, Caruana R (2005) Predicting good probabilities with supervised learning. In: Proceedings of the ICML, pp 625–632

  10. Breiman L, Friedman JH, Olshen RA, Stone CJ (1984) Classification and regression trees. In: Wadsworth

  11. Ho T (1998) The random subspace method for constructing decision forests. IEEE Trans Pattern Anal Mach Intell 20(8):832–844

    Article  Google Scholar 

  12. Hernández-Lobato D, Martínez-Muñoz G, Suárez A (2013) How large should ensembles of classifiers be? Pattern Recognit 46(5):1323–1336

    Article  MATH  Google Scholar 

  13. Breiman L (1996) Bagging predictors. Mach Learn 24(2):123–140

    MathSciNet  MATH  Google Scholar 

  14. Breiman L (2001) Random forests. Mach Learn 45(1):5–32

    Article  MathSciNet  MATH  Google Scholar 

  15. Freund Y, Schapire R (1997) A decision-theoretic generalization of on-line learning and an application to boosting. J Comput Syst Sci 55(1):119–139

    Article  MathSciNet  MATH  Google Scholar 

  16. Shivaswamy PK, Jebara T (2011) Variance penalizing adaboost. In: Proceedings of the NIPS, pp 1908–1916

  17. Breiman L (1996) Bias, variance, and arcing classifiers. Statistics Department, University of California at Berkeley, Berkeley

    Google Scholar 

  18. Friedman J, Hastie T, Tibshirani R (2000) Additive logistic regression: a statistical view of boosting. Ann Stat 1998:28

    MathSciNet  MATH  Google Scholar 

  19. Breiman L (2000) Randomizing outputs to increase prediction accuracy. Mach Learn 40(3):229–242

    Article  MATH  Google Scholar 

  20. Martínez-Muñoz G, Suárez A (2005) Switching class labels to generate classification ensembles. Pattern Recognit 38(10):1483–1494

    Article  Google Scholar 

  21. Pedregosa F et al (2011) Scikit-learn: machine learning in Python. J Mach Learn Res 12:2825–2830

    MathSciNet  MATH  Google Scholar 

  22. Kong EB, Dietterich TG (1995) Error-correcting output coding corrects bias and variance. In: Proceedings of the ICML, pp 313–321

  23. Ho TK (1998) The random subspace method for constructing decision forests. IEEE Trans Pattern Anal Mach Intell 20(8):832–844

    Article  Google Scholar 

  24. Caruana R, Niculescu-Mizil A (2004) Data mining in metric space: an empirical analysis of supervised learning performance criteria. In: Proceedings of the KDD, pp 69–78

  25. Zadrozny B, Elkan C (2001) Obtaining calibrated probability estimates from decision trees and naive bayesian classifiers. In: Proceedings of the ICML, pp 609–616

  26. Zhao Z, Morstatter F, Sharma S, Alelyani S, Anand A (2008) Advancing feature selection research—ASU feature selection repository. Technical report. Arizona State University

  27. Blake CL, Merz CJ (1998) UCI repository of machine learning databases. University of California, Irvine, Dept. of Information and Computer Sciences, Irvine

    Google Scholar 

  28. Ben-Dor A, Bruhn L, Laboratories A, Friedmann N, Schummer M, Nachman I, Washington U, Yakhini Z (2000) Tissue classification with gene expression profiles. J Comput Biol 7:559–584

    Article  Google Scholar 

  29. Golub R, Slonim DK, Tamayo P, Huard C, Gaasenbeek M, Mesirov JP, Coller H, Loh ML, Downing JR, Caligiuri MA, Bloomfield CD, Lander ES (1999) Molecular classification of cancer: class discovery and class prediction by gene expression monitoring. Science 286:531–537

    Article  Google Scholar 

  30. Schummer M, Ng WV, Bumgarnerd RE (1999) Comparative hybridization of an array of 21,500 ovarian cDNAs for the discovery of genes overexpressed in ovarian carcinomas. Gene 238(2):375–385

    Article  Google Scholar 

  31. Liu K, Huang D (2008) Cancer classification using rotation forest. Comput Biol Med 38(5):601–610

    Article  Google Scholar 

  32. Slonim DK, Tamayo P, Mesirov JP, Golub TR, Lander ES (2000) Class prediction and discovery using gene expression data. In: Proceedings of the fourth annual international conference on computational molecular biology, pp 263–272

  33. Demsar J (2006) Statistical comparisons of classifiers over multiple data sets. J Mach Learn Res 7:1–30

    MathSciNet  MATH  Google Scholar 

  34. Kuncheva L, Rodríguez JJ (2007) An experimental study on rotation forest ensembles. In: Proceedings of the 7th international workshop of multiple classifier systems (MCS), pp 459–468

  35. Margineantu DD, Dietterich TG (1997) Pruning adaptive boosting. In: Proceedings of the ICML, pp 211–218

  36. Geman S, Bienenstock E, Doursat R (1992) Neural networks and the bias/variance dilemma. Neural Comput 4(1):1–58

    Article  Google Scholar 

  37. Kohavi R, Wolpert D (1996) Bias plus variance decomposition for zero-one loss functions. In: Proceedings of the ICML, pp 275–283

  38. Domingos P (2000) A unified bias–variance decomposition and its applications. In: Proceedings of the ICML, pp 231–238

  39. James G (2003) Variance and bias for general loss functions. Mach Learn 51(2):115–135

    Article  MATH  Google Scholar 

  40. Webb GI (2000) Multiboosting: a technique for combining boosting and wagging. Mach Learn 40(2):159–196

    Article  Google Scholar 

  41. Valentini G, Dietterich TG (2004) Bias–variance analysis of support vector machines for the development of SVM-based ensemble methods. J Mach Learn Res 5:725–775

    MathSciNet  MATH  Google Scholar 

  42. Bouckaert RR (2008) Practical bias variance decomposition. In: Proceedings of the Australasian conference on artificial intelligence, pp 247–257

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Haytham Elghazel.

Appendix

Appendix

This section provides the tables that present the results of the experiments for each ensemble method on each data set for both uncalibrated and calibrated models. Due to space limitation, the tables are presented in landscape form. More specifically, Tables 12, 13 and 14 present the classification accuracies, the AUC and the RMS, respectively, for the uncalibrated models. Tables 15, 16 and 17 present the same results, respectively, for the calibrated models. On the other hand, the differences in performance between methods in terms of win/tie/loss statuses are depicted in Tables 18, 20 and 22 for uncalibrated models in Tables 19, 21 and 23 for calibrated ones. Finally, Fig. 10 displays the relative variations of \(\kappa\) and accuracy when the baseline classification model is changed.

Table 12 Classification accuracy and standard deviation of CART and ensemble methods
Table 13 AUC and standard deviation of CART and ensemble methods
Table 14 1-RMS and standard deviation of CART and ensemble methods
Table 15 Accuracy and standard deviation of calibrated CART and ensemble methods
Table 16 AUC and standard deviation of calibrated CART and ensemble methods
Table 17 1-RMS and standard deviation of calibrated CART and ensemble methods
Table 18 Pairwise t test comparisons of the first group of uncalibrated models in terms of accuracy
Table 19 Pairwise t test comparisons of the first group of calibrated models in terms of accuracy
Table 20 Pairwise t test comparisons of the first group of uncalibrated models in terms of AUC
Table 21 Pairwise t test comparisons of the first group of calibrated models in terms of AUC
Table 22 Pairwise t test comparisons of the first group of uncalibrated models in terms of RMS
Table 23 Pairwise t test comparisons of the first group of calibrated models in terms of RMS
Fig. 10
figure 10

\(\kappa\)-error relative movement diagrams for standard ensemble approaches and their ET-variant on different data sets x-axis\(=\kappa\), y-axis\(=e_{i,j}\) (average error of the pair of classifiers). (01) Rot; (02) Bag; (03) Ad; (05) Rotb; (06) ArcX4; (08) Swt; (09) RadP; (10) Vad; (11) RotET; (12) BagET; (13) AdET; (14) RotbET; (15) ArcX4ET; (16) SwtET; (17) RadPET; (18) VadET

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Narassiguin, A., Bibimoune, M., Elghazel, H. et al. An extensive empirical comparison of ensemble learning methods for binary classification. Pattern Anal Applic 19, 1093–1128 (2016). https://doi.org/10.1007/s10044-016-0553-z

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10044-016-0553-z

Keywords

Navigation