Ensemble Modeling with a Constrained Linear System of Leave-One-Out Outputs
Yoan Miché, Emil Eirola, Patrick Bas, Olli Simula, Christian Jutten, Amaury Lendasse, Michel Verleysen · 2010
Abstract. This paper proposes a method for ensemble models using their Leave-One-Out output and solving a constrained linear system. By the use of the proposed method to create an ensemble of Locally Linear models, results on six different regression data sets are comparable to state-of-the-art methods such as Least-Squares Support Vector Machines and Gaussian Processes, while being orders of magnitude faster. 1