Comprehensive evolutionary approach for neural network ensemble automatic design

Neural network ensemble is an approach based on cooperative usage of many neural networks for problem solving. Often this approach enables to solve problem more efficiently than approach where only one network is used. The two major stages of the neural network ensemble construction are: design and training component networks, combining of the component networks predictions to produce the ensemble output. In this paper, a probability-based method is proposed to accomplish the first stage. Although this method is based on the genetic algorithm, it requires fewer parameters to be tuned. A method based on genetic programming is proposed for combining the predictions of component networks. This method allows us to build nonlinear combinations of component networks predictions providing more flexible and adaptive solutions. To demonstrate robustness of the proposed approach, its results are compared with the results obtained using other methods.