Pruning and dynamic scheduling of cost-sensitive ensembles

Previous research has shown that averaging ensemble can scale up learning over very large cost-sensitive datasets with linear speedup independent of the learning algorithms. At the same time, it achieves the same or even better accuracy than a single model computed from the entire dataset. However, on. e major drawback is its inefficiency in prediction since every base model in the ensemble has to be consulted in order to produce a final prediction. In this paper, we propose several approaches to reduce the number of base classifiers. Among various methods explored, our empirical studies have shown that the benefit-based greedy approach can safely remove more. than 90% of the base models while maintaining or even exceeding the prediction accuracy of the original ensemble. Assuming that,each, base classifier consumes one unit of prediction time, the removal of 90% of base classifiers translates to a prediction speedup of 10 times. On top, of pruning, we propose a novel dynamic scheduling approach to further reduce the "expected" number of classifiers employed in prediction. It measures the confidence of a prediction by a subset of classifiers in the pruned ensemble. This confidence is used to decide if more classifiers are needed in order to produce a prediction that is the same as the original unpruned ensemble. This approach reduces the "expected" number of classifiers by another 25% to 75% without loss of accuracy.