Construction of an ensemble model is a process of combining many diverse base predictive learners. It arises questions of how to weight each model and how to tune the parameters of the weighting process. The most straightforward approach is simply to average the base models. However, numerous studies have shown that a weighted ensemble can provide superior prediction results to a simple average of models. The main goals of this article are to propose a new weighting algorithm applicable for each tree in the Random Forest model and the comprehensive examination of the optimal parameter tuning. Importantly, the approach is motivated by its flexibility, good performance, stability, and resistance to overfitting. The proposed scheme is examined and evaluated on the Physionet/Computing in Cardiology Challenge 2015 data set. It consists of signals (electrocardiograms and pulsatory waveforms) from intensive care patients which triggered an alarm for five cardiac arrhythmia types (Asystole, Bradycardia, Tachycardia, Ventricular Tachycardia, and Ventricular Fultter/Fibrillation). The classification problem regards whether the alarm should or should not have been generated. It was proved that the proposed weighting approach improved classification accuracy for the three most challenging out of the five investigated arrhythmias comparing to the standard Random Forest model.
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