In plain words: To combine several yes/no classifiers, each one's vote is weighted by how accurate it usually is on inputs like the current one, with the best weights worked out using game theory. On benchmark datasets this beat simple majority voting, rank-based, Bayesian, and vote-averaging rules.
Abstract · A game-theoretic framework for classifier ensembles using weighted majority voting with local accuracy estimates
In this paper, a novel approach for the optimal combination of binary classifiers is proposed. The classifier combination problem is approached from a Game Theory perspective. The proposed framework of adapted weighted majority rules (WMR) is tested against common rank-based, Bayesian and simple majority models, as well as two soft-output averaging rules. Experiments with ensembles of Support Vector Machines (SVM), Ordinary Binary Tree Classifiers (OBTC) and weighted k-nearest-neighbor (w/k-NN) models on benchmark datasets indicate that this new adaptive WMR model, employing local accuracy estimators and the analytically computed optimal weights outperform all the other simple combination rules.
Harris V. Georgiou, Michael E. Mavroforakis
arXiv:1302.0540 · cs.LG · submitted Feb 3, 2013
abstract · pdf · 21 pages, 9 tables, 1 figure, 68 references