Improving Deep Neural Network Ensembles Using Reconstruction Error

Ensemble learning of neural network is a learning paradigm where ensembles of several neural networks show improved generalization capabilities that outperform those of single networks. For deep learning of multi-layer neural networks, ensemble learning is still applicable. In addition, characteristics of deep neural networks can provide potential opportunities to improve the performance of traditional neural network ensembles. In this paper, we propose an ensemble criterion of deep neural networks that is based on the reconstruction error and present two strategies to solve the most important issues in ensemble learning of neural networks: component dataset sampling and output averaging. Component training datasets are selected according to the reconstruction error instead of random bootstrap sampling or re-weighting. Moreover, for each testing instance, we can compute the reconstruction error yielded by the sub-model simultaneously with the output. The reconstruction error is used as the weights in output averaging. From the perspectives of prediction interval and confidence interval, we demonstrated that smaller reconstruction error could ensure smaller prediction interval. We also incorporate the famous structure ensemble approach "Dropout" into the proposed approach to achieve the best performance. We conduct experiments on classification and regression datasets to validate the effectiveness of our approach.