Class-specific error bounds for ensemble classifiers
Ryan Prenger, Tracy D. Lemmond, Kush R. Varshney, Barry Y. Chen, W Hanley · 2010
The generalization error, or probability of misclassification, of ensemble classifiers has been shown to be bounded above by a function of the mean correlation between the constituent (i.e., base) classifiers and their average strength. This bound suggests that increasing the strength and/or decreasing the correlation of an ensemble's base classifiers may yield improved performance under the assumption of equal error costs. However, this and other existing bounds do not directly address application spaces in which error costs are inherently unequal. For applications involving binary classification, Receiver Operating Characteristic (ROC) curves, performance curves that explicitly trade off false alarms and missed detections, are often utilized to support decision making. To address performance optimization in this context, we have developed a lower bound for the entire ROC curve that can be expressed in terms of the class-specific strength and correlation of the base classifiers.