Title :
Investigation of Diversity Strategies in SVM Ensemble Learning
Author :
Yu, Lean ; Wang, Shouyang ; Lai, Kin Keung
Author_Institution :
Inst. of Syst. Sci., Chinese Acad. of Sci., Beijing
Abstract :
In SVM ensemble learning, diversity strategy is one of the most important determinants to obtain good performance. In order to examine and analyze the impacts of diversity strategies on SVM ensemble learning, this study tries to make such a deep investigation by taking credit scoring as an illustrative example. Experimental results found that the accuracy of ensemble models will be increased if ensemble members are carefully selected for diversity maximization.
Keywords :
finance; learning (artificial intelligence); optimisation; support vector machines; SVM ensemble learning; credit scoring; diversity maximization; diversity strategy; Conference management; Decision making; Kernel; Learning systems; Machine learning; Mathematics; Monitoring; Parameter estimation; Support vector machines; Training data; SVM; credit scoring; diversity strategy; ensemble learning; group decision making;
Conference_Titel :
Natural Computation, 2008. ICNC '08. Fourth International Conference on
Conference_Location :
Jinan
Print_ISBN :
978-0-7695-3304-9
DOI :
10.1109/ICNC.2008.340