Preface xv
Acknowledgements xxi
1 Fundamentals of Pattern Recognition 1
1.1 Basic Concepts: Class, Feature, Data Set 1
1.1.1 Classes and Class Labels 1
1.1.2 Features 2
1.1.3 Data Set 3
1.1.4 Generate Your Own Data 6
1.2 Classifier, Discriminant Functions, Classification Regions 9
1.3 Classification Error and Classification Accuracy 11
1.3.1 Where Does the Error Come From? Bias and Variance 11
1.3.2 Estimation of the Error 13
1.3.3 Confusion Matrices and Loss Matrices 14
1.3.4 Training and Testing Protocols 15
1.3.5 Overtraining and Peeking 17
1.4 Experimental Comparison of Classifiers 19
1.4.1 Two Trained Classifiers and a Fixed Testing Set 20
1.4.2 Two Classifier Models and a Single Data Set 22
1.4.3 Two Classifier Models and Multiple Data Sets 26
1.4.4 Multiple Classifier Models and Multiple Data Sets 27
1.5 Bayes Decision Theory 30
1.5.1 Probabilistic Framework 30
1.5.2 Discriminant Functions and Decision Boundaries 31
1.5.3 Bayes Error 33
1.6 Clustering and Feature Selection 35
1.6.1 Clustering 35
1.6.2 Feature Selection 37
1.7 Challenges of Real-Life Data 40
Appendix 41
1.A.1 Data Generation 41
1.A.2 Comparison of Classifiers 42
1.A.2.1 MATLAB Functions for Comparing Classifiers 42
1.A.2.2 Critical Values for Wilcoxon and Sign Test 45
1.A.3 Feature Selection 47
2 Base Classifiers 49
2.1 Linear and Quadratic Classifiers 49
2.1.1 Linear Discriminant Classifier 49
2.1.2 Nearest Mean Classifier 52
2.1.3 Quadratic Discriminant Classifier 52
2.1.4 Stability of LDC and QDC 53
2.2 Decision Tree Classifiers 55
2.2.1 Basics and Terminology 55
2.2.2 Training of Decision Tree Classifiers 57
2.2.3 Selection of the Feature for a Node 58
2.2.4 Stopping Criterion 60
2.2.5 Pruning of the Decision Tree 63
2.2.6 C4.5 and ID3 64
2.2.7 Instability of Decision Trees 64
2.2.8 Random Trees 65
2.3 The Naïve Bayes Classifier 66
2.4 Neural Networks 68
2.4.1 Neurons 68
2.4.2 Rosenblatt’s Perceptron 70
2.4.3 Multi-Layer Perceptron 71
2.5 Support Vector Machines 73
2.5.1 Why Would It Work? 73
2.5.2 Classification Margins 74
2.5.3 Optimal Linear Boundary 76
2.5.4 Parameters and Classification Boundaries of SVM 78
2.6 The k-Nearest Neighbor Classifier (k-nn) 80
2.7 Final Remarks 82
2.7.1 Simple or Complex Models? 82
2.7.2 The Triangle Diagram 83
2.7.3 Choosing a Base Classifier for Ensembles 85
Appendix 85
2.A.1 MATLAB Code for the Fish Data 85
2.A.2 MATLAB Code for Individual Classifiers 86
2.A.2.1 Decision Tree 86
2.A.2.2 Naïve Bayes 89
2.A.2.3 Multi-Layer Perceptron 90
2.A.2.4 1-nn Classifier 92
3 An Overview of the Field 94
3.1 Philosophy 94
3.2 Two Examples 98
3.2.1 The Wisdom of the “Classifier Crowd” 98
3.2.2 The Power of Divide-and-Conquer 98
3.3 Structure of the Area 100
3.3.1 Terminology 100
3.3.2 A Taxonomy of Classifier Ensemble Methods 100
3.3.3 Classifier Fusion and Classifier Selection 104
3.4 Quo Vadis? 105
3.4.1 Reinventing the Wheel? 105
3.4.2 The Illusion of Progress? 106
3.4.3 A Bibliometric Snapshot 107
4 Combining Label Outputs 111
4.1 Types of Classifier Outputs 111
4.2 A Probabilistic Framework for Combining Label Outputs 112
4.3 Majority Vote 113
4.3.1 “Democracy” in Classifier Combination 113
4.3.2 Accuracy of the Majority Vote 114
4.3.3 Limits on the Majority Vote Accuracy: An Example 117
4.3.4 Patterns of Success and Failure 119
4.3.5 Optimality of the Majority Vote Combiner 124
4.4 Weighted Majority Vote 125
4.4.1 Two Examples 126
4.4.2 Optimality of the Weighted Majority Vote Combiner 127
4.5 Naïve-Bayes Combiner 128
4.5.1 Optimality of the Naïve Bayes Combiner 128
4.5.2 Implementation of the NB Combiner 130
4.6 Multinomial Methods 132
4.7 Comparison of Combination Methods for Label Outputs 135
Appendix 137
4.A.1 Matan’s Proof for the Limits on the Majority Vote Accuracy 137
4.A.2 Selected MATLAB Code 139
5 Combining Continuous-Valued Outputs 143
5.1 Decision Profile 143
5.2 How Do We Get Probability Outputs? 144
5.2.1 Probabilities Based on Discriminant Scores 144
5.2.2 Probabilities Based on Counts: Laplace Estimator 147
5.3 Nontrainable (Fixed) Combination Rules 150
5.3.1 A Generic Formulation 150
5.3.2 Equivalence of Simple Combination Rules 152
5.3.3 Generalized Mean Combiner 153
5.3.4 A Theoretical Comparison of Simple Combiners 156
5.3.5 Where Do They Come From? 160
5.4 The Weighted Average (Linear Combiner) 166
5.4.1 Consensus Theory 166
5.4.2 Added Error for the Weighted Mean Combination 167
5.4.3 Linear Regression 168
5.5 A Classifier as a Combiner 172
5.5.1 The Supra Bayesian Approach 172
5.5.2 Decision Templates 173
5.5.3 A Linear Classifier 175
5.6 An Example of Nine Combiners for Continuous-Valued Outputs 175
5.7 To Train or Not to Train? 176
Appendix 178
5.A.1 Theoretical Classification Error for the Simple Combiners 178
5.A.1.1 Set-up and Assumptions 178
5.A.1.2 Individual Error 180
5.A.1.3 Minimum and Maximum 180
5.A.1.4 Average (Sum) 181
5.A.1.5 Median and Majority Vote 182
5.A.1.6 Oracle 183
5.A.2 Selected MATLAB Code 183
6 Ensemble Methods 186
6.1 Bagging 186
6.1.1 The Origins: Bagging Predictors 186
6.1.2 Why Does Bagging Work? 187
6.1.3 Out-of-bag Estimates 189
6.1.4 Variants of Bagging 190
6.2 Random Forests 190
6.3 AdaBoost 192
6.3.1 The AdaBoost Algorithm 192
6.3.2 The arc-x4 Algorithm 194
6.3.3 Why Does AdaBoost Work? 195
6.3.4 Variants of Boosting 199
6.3.5 A Famous Application: AdaBoost for Face Detection 199
6.4 Random Subspace Ensembles 203
6.5 Rotation Forest 204
6.6 Random Linear Oracle 208
6.7 Error Correcting Output Codes (ECOC) 211
6.7.1 Code Designs 212
6.7.2 Decoding 214
6.7.3 Ensembles of Nested Dichotomies 216
Appendix 218
6.A.1 Bagging 218
6.A.2 AdaBoost 220
6.A.3 Random Subspace 223
6.A.4 Rotation Forest 225
6.A.5 Random Linear Oracle 228
6.A.6 ECOC 229
7 Classifier Selection 230
7.1 Preliminaries 230
7.2 Why Classifier Selection Works 231
7.3 Estimating Local Competence Dynamically 233
7.3.1 Decision-Independent Estimates 233
7.3.2 Decision-Dependent Estimates 238
7.4 Pre-Estimation of the Competence Regions 239
7.4.1 Bespoke Classifiers 240
7.4.2 Clustering and Selection 241
7.5 Simultaneous Training of Regions and Classifiers 242
7.6 Cascade Classifiers 244
Appendix: Selected MATLAB Code 244
7.A.1 Banana Data 244
7.A.2 Evolutionary Algorithm for a Selection Ensemble for the Banana Data 245
8 Diversity in Classifier Ensembles 247
8.1 What is Diversity? 247
8.1.1 Diversity for a Point-Value Estimate 248
8.1.2 Diversity in Software Engineering 248
8.1.3 Statistical Measures of Relationship 249
8.2 Measuring Diversity in Classifier Ensembles 250
8.2.1 Pairwise Measures 250
8.2.2 Nonpairwise Measures 251
8.3 Relationship Between Diversity and Accuracy 256
8.3.1 An Example 256
8.3.2 Relationship Patterns 258
8.3.3 A Caveat: Independent Outputs ≠ Independent Errors 262
8.3.4 Independence is Not the Best Scenario 265
8.3.5 Diversity and Ensemble Margins 267
8.4 Using Diversity 270
8.4.1 Diversity for Finding Bounds and Theoretical Relationships 270
8.4.2 Kappa-error Diagrams and Ensemble Maps 271
8.4.3 Overproduce and Select 275
8.5 Conclusions: Diversity of Diversity 279
Appendix 280
8.A.1 Derivation of Diversity Measures for Oracle Outputs 280
8.A.1.1 Correlation ? 280
8.A.1.2 Interrater Agreement ? 281
8.A.2 Diversity Measure Equivalence 282
8.A.3 Independent Outputs ≠ Independent Errors 284
8.A.4 A Bound on the Kappa-Error Diagram 286
8.A.5 Calculation of the Pareto Frontier 287
9 Ensemble Feature Selection 290
9.1 Preliminaries 290
9.1.1 Right and Wrong Protocols 290
9.1.2 Ensemble Feature Selection Approaches 294
9.1.3 Natural Grouping 294
9.2 Ranking by Decision Tree Ensembles 295
9.2.1 Simple Count and Split Criterion 295
9.2.2 Permuted Features or the “Noised-up” Method 297
9.3 Ensembles of Rankers 299
9.3.1 The Approach 299
9.3.2 Ranking Methods (Criteria) 300
9.4 Random Feature Selection for the Ensemble 305
9.4.1 Random Subspace Revisited 305
9.4.2 Usability, Coverage, and Feature Diversity 306
9.4.3 Genetic Algorithms 312
9.5 Nonrandom Selection 315
9.5.1 The “Favorite Class” Model 315
9.5.2 The Iterative Model 315
9.5.3 The Incremental Model 316
9.6 A Stability Index 317
9.6.1 Consistency Between a Pair of Subsets 317
9.6.2 A Stability Index for K Sequences 319
9.6.3 An Example of Applying the Stability Index 320
Appendix 322
9.A.1 MATLAB Code for the Numerical Example of Ensemble Ranking 322
9.A.2 MATLAB GA Nuggets 322
9.A.3 MATLAB Code for the Stability Index 324
10 A Final Thought 326
References 327
Index 353
