Incremental construction of classifier and discriminant ensembles

We discuss approaches to incrementally construct an ensemble. The first constructs an ensemble of classifiers choosing a subset from a larger set, and the second constructs an ensemble of discriminants, where a classifier is used for some classes only. We investigate criteria including accuracy, significant improvement, diversity, correlation, and the role of search direction. For discriminant ensembles, we test subset selection and trees. Fusion is by voting or by a linear model. Using 14 classifiers on 38 data sets, incremental search finds small, accurate ensembles in polynomial time. The discriminant ensemble uses a subset of discriminants and is simpler, interpretable, and accurate. We see that an incremental ensemble has higher accuracy than bagging and random subspace method; and it has a comparable accuracy to AdaBoost, but fewer classifiers. 2009 Elsevier Inc. All rights reserved.