Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:00 pm
Date: 7th octobre 2024
Place: 3001

Damien GARREAU (Université de Wuerzburg) – Are Ensembles Getting Better all the Time ?

 Abstract: 

Ensemble methods combine the predictions of several base models. We study whether or not including more models always improves their average performance. This question depends on the kind of ensemble considered, as well as the predictive metric chosen. We focus on situations where all members of the ensemble are a priori expected to perform as well, which is the case of several popular methods such as random forests or deep ensembles. In this setting, we show that ensembles are getting better all the time if, and only if, the considered loss function is convex. When the loss function is nonconvex, we show a series of results that can be summarised as: ensembles of good models keep getting better, and ensembles of bad models keep getting worse.

Organizers:

Anna KORBA (CREST), Karim LOUNICI (CMAP) , Jaouad MOURTADA (CREST)

Sponsors:
CREST-CMAP