Pareto neuro-evolution: constructing ensemble of neural networks using multi-objective optimization

In this paper, we present a comparison between two multiobjective formulations to the formation of neuro-ensembles. The first formulation splits the training set into two nonoverlapping stratified subsets and form an objective to minimize the training error on each subset, while the second formulation adds random noise to the training set to form a second objective. A variation of the memetic Pareto artificial neural network (MPANN) algorithm is used. MPANN is based on differential evolution for continuous optimization. The ensemble is formed from all networks on the Pareto frontier. It is found that the first formulation outperformed the second. The first formulation is also found to be competitive to other methods in the literature.