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LENS: Learning ENSembles using Reinforcement Learning 2020 (v2.0)

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Release lens2.0 incorporates diversity into the RL framework to enable the selection of more accurate and parsimonious ensembles. Diversity is calculated between pairs of current and potential future state ensembles. The potential future ensemble that has the highest value of the diversity measure, i.e., is the most diverse with respect to the current ensemble, is the next state of the agent during the exploration phase of the RL process.

The diversity measures implemented are:

  • diversity measures based on Pearson's correlation coefficient, cosine similarity, and Euclidean distance (unsupervised)
  • Yule's Q [1] and Fleiss' kappa [2] (supervised)

Notes:

[1] T. G. Dietterich, “An Experimental Comparison of Three Methods forConstructing Ensembles of Decision Trees: Bagging, Boosting, and Randomization,” Machine Learning, vol. 40, no. 2, pp. 139–157, 2000. [2] G. U. Yule, “On the Association of Attributes in Statistics: With Illustrations from the Material of the Childhood Society,” Philosophical Transactions of the Royal Society of London, Series A, vol. 194, pp.257–319, 1900.

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