Performance enhancement of SVM ensembles using genetic algorithms in bankruptcy prediction
Dae-Ki Kang, Myoung-Jong Kim · 2010
Ensemble learning is a method to improve the performance of classification and prediction algorithms. It has received considerable attention because of its prominent generalization and performance improvement. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based coverage optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble by eliminating classifiers with high correlation.