DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis.
Chuheng ZhangYuanqi LiXi ChenYifei JinPingzhong TangJian LiPublished in: CoRR (2020)
Keyphrases
- ensemble methods
- ensemble learning
- data analysis
- feature selection
- base classifiers
- feature subset
- ensemble feature selection
- prediction accuracy
- random forests
- machine learning methods
- benchmark datasets
- ensemble classifier
- generalization ability
- decision trees
- machine learning
- random forest
- rotation forest
- text categorization
- meta learning
- multi class
- classifier ensemble
- feature set
- classification accuracy
- text classification
- dimensionality reduction
- sample size
- feature space
- subspace methods
- genetic algorithm ga
- classification models
- ensemble members
- genetic algorithm
- base learners
- naive bayes
- data mining
- feature extraction
- preprocessing step
- simulated annealing
- high dimensional data