Ensemble Learning Using Decorrelated Neural Networks

Abstract

We describe a decorrelation network training method for improving the quality of regression learning in 'ensemble' neural networks NNs that are composed of linear combinations of individual NNs. In this method, individual networks are trained by backpropogation not only to reproduce a desired output, but also to have their errors linearly decorrelated with the other networks. Outputs from the individual networks are then linearly combined to produce the output of the ensemble network. We demonstrate the performances of decorrelated network training on learning the 'three-parity' logic function, a noisy sine function and a one-dimensional non-linear function, and compare the results with the ensemble networks composed of independently trained individual networks without decorrelation training . Empirical results show than when individual networks are forced to be decorrelated with one another the resulting ensemble NNs have lower mean squared errors than the ensemble networks having independently trained individual networks. This method is particularly applicable when there is insufficient data to train each individual network on disjoint subsets of training patterns.