Theoretical background for ensemble methods with multivariate decomposition

نویسندگان

  • RYSZARD SZUPILUK
  • PIOTR WOJEWNIK
  • TOMASZ ZABKOWSKI
چکیده

In this paper we present the theoretical background for destructive component identification in ensemble method via multivariate decompositions. The identification method is based on second order statistics and it is addressed for predictive models scored by MSE criterion. The validity of the concept is confirmed by simulation study based on Friedman benchmark function. Key-Words: Ensemble methods, blind signal separation

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تاریخ انتشار 2009