委员会方法(集成学习者)最佳模型

Committee Methods (ensemble learners) Best Model

我有以下问题,希望得到您的支持:

You are given the choice of two types of base classifiers (models) to use in a (bagged) committee:

  • Classifier A: which is known to have an (error) variance of 40, but has been found to produce uncorrelated models under bagging
  • Classifier B: which is known to have an (error) variance of 30, but has been found to produce models with a pairwise covariance of 0.3 under bagging

Assuming Classifiers A and B have equal error bias and a committee of size 10, which Classifier would you choose and why?

就个人而言,我会选择分类器 B,因为方差为 0.3 比不相关的模型更好。

我说的对吗?

你是对的。由于您指定的原因,B 更好