DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis.
Chuheng ZhangYuanqi LiXi ChenYifei JinPingzhong TangJian LiPublished in: ICDM (2020)
Keyphrases
- ensemble methods
- ensemble learning
- data analysis
- feature selection
- base classifiers
- feature subset
- ensemble feature selection
- prediction accuracy
- ensemble classifier
- random forests
- random forest
- benchmark datasets
- machine learning methods
- generalization ability
- decision trees
- machine learning
- rotation forest
- feature set
- base learners
- meta learning
- data mining
- multilabel classification
- ensemble members
- classification accuracy
- neural network
- multi task
- sample size
- naive bayes
- text classification
- multi class
- classification models
- feature extraction
- classifier ensemble
- subspace methods
- dimensionality reduction
- support vector machine