Statistical mechanics of linear and nonlinear time-domain ensemble learning

Conventional ensemble learning combines students in the space domain. In this paper, however, we combine students in the time domain and call it time-domain ensemble learning. We analyze, compare, and discuss the generalization performances regarding time-domain ensemble learning of both a linear mo...

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Bibliographic Details
Published in:Journal of the Physical Society of Japan 2006-12, Vol.75 (12), p.124002
Main Authors: MIYOSHI, Seiji, OKADA, Masato
Format: Article
Language:English
Subjects:
Classical statistical mechanics
Exact sciences and technology
Physics
Statistical physics, thermodynamics, and nonlinear dynamical systems
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Summary:Conventional ensemble learning combines students in the space domain. In this paper, however, we combine students in the time domain and call it time-domain ensemble learning. We analyze, compare, and discuss the generalization performances regarding time-domain ensemble learning of both a linear model and a nonlinear model. Analyzing in the framework of online learning using a statistical mechanical method, we show the qualitatively different behaviors between the two models. In a linear model, the dynamical behaviors of the generalization error are monotonic. We analytically show that time-domain ensemble learning is twice as effective as conventional ensemble learning. Furthermore, the generalization error of a nonlinear model features nonmonotonic dynamical behaviors when the learning rate is small. We numerically show that the generalization performance can be improved remarkably by using this phenomenon and the divergence of students in the time domain.
ISSN:0031-9015
1347-4073
DOI:10.1143/jpsj.75.124002