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Open AccessArticle

Entropy Ensemble Filter: A Modified Bootstrap Aggregating (Bagging) Procedure to Improve Efficiency in Ensemble Model Simulation

Department of Civil Engineering, University of British Columbia, Vancouver, BC V6T 1Z4, Canada
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Entropy 2017, 19(10), 520; https://doi.org/10.3390/e19100520
Received: 11 August 2017 / Revised: 12 September 2017 / Accepted: 26 September 2017 / Published: 28 September 2017
(This article belongs to the Special Issue Information Theory in Machine Learning and Data Science)
Over the past two decades, the Bootstrap AGGregatING (bagging) method has been widely used for improving simulation. The computational cost of this method scales with the size of the ensemble, but excessively reducing the ensemble size comes at the cost of reduced predictive performance. The novel procedure proposed in this study is the Entropy Ensemble Filter (EEF), which uses the most informative training data sets in the ensemble rather than all ensemble members created by the bagging method. The results of this study indicate efficiency of the proposed method in application to synthetic data simulation on a sinusoidal signal, a sawtooth signal, and a composite signal. The EEF method can reduce the computational time of simulation by around 50% on average while maintaining predictive performance at the same level of the conventional method, where all of the ensemble models are used for simulation. The analysis of the error gradient (root mean square error of ensemble averages) shows that using the 40% most informative ensemble members of the set initially defined by the user appears to be most effective. View Full-Text
Keywords: entropy ensemble filter; ensemble model simulation criterion; EEF method; bootstrap aggregating; bagging; bootstrap neural networks entropy ensemble filter; ensemble model simulation criterion; EEF method; bootstrap aggregating; bagging; bootstrap neural networks
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Foroozand, H.; Weijs, S.V. Entropy Ensemble Filter: A Modified Bootstrap Aggregating (Bagging) Procedure to Improve Efficiency in Ensemble Model Simulation. Entropy 2017, 19, 520.

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