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From "Alexey Zinoviev (Jira)" <j...@apache.org>
Subject [jira] [Updated] (IGNITE-9461) Implement random subspace method and provide an option to combine it with bagging
Date Tue, 19 Nov 2019 13:00:00 GMT

     [ https://issues.apache.org/jira/browse/IGNITE-9461?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel

Alexey Zinoviev updated IGNITE-9461:
    Affects Version/s:     (was: 2.6)

> Implement random subspace method and provide an option to combine it with bagging
> ---------------------------------------------------------------------------------
>                 Key: IGNITE-9461
>                 URL: https://issues.apache.org/jira/browse/IGNITE-9461
>             Project: Ignite
>          Issue Type: Task
>          Components: ml
>            Reporter: Oleg Ignatenko
>            Assignee: Alexey Zinoviev
>            Priority: Major
>             Fix For: 2.9
> Implement random subspace method (aka attribute bagging or feature bagging) to give ML
API users more options to address overfitting. Also provide an option to combine this method
with bagging.
> References:
> * [Wikipedia article|https://en.wikipedia.org/wiki/Random_subspace_method] {quote}Informally,
this causes individual learners to not over-focus on features that appear highly predictive/descriptive
in the training set, but fail to be as predictive for points outside that set. For this reason,
random subspaces are an attractive choice for problems where the number of features is much
larger than the number of training points, such as learning from fMRI data or gene expression
> * [Combining Bagging and Random Subspaces to Create Better Ensembles|https://pdfs.semanticscholar.org/d38f/979ad85d59fc93058279010efc73a24a712c.pdf]
> * [Bagging and the Random Subspace Method for Redundant Feature Spaces|https://link.springer.com/chapter/10.1007/3-540-48219-9_1]

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