Improving Performance of Inductive Models through an Algorithm and Sample Combination Strategy

Multiple approaches have been developed for improving predictive performance of a system by creating and combining various learned models. There are two main approaches to creating model ensembles. The first is to create a set of learned models by applying an algorithm repeatedly to different training sample data, the second applies various learning algorithms to the same sample data. The predictions of the models are then combined according to a voting scheme. This paper presents a method for combining models that were developed using numerous samples, modeling algorithms, and modelers and compares it with the alternate approaches. The presented results are based on findings from an ongoing operational data mining initiative with respect to selecting a model set that is best able to meet defined goals from among trained models. The operational goals to be attained in this initiative are to deploy data mining model(s) that maximizes specificity with minimal negative impact to sensitivity. The results of the model combination methods are evaluated with respect to sensitivity and false alarm rates and are then compared against other approaches.