Enhancing binary classification: A new stacking method via leveraging computational geometry (2410.22722v1)

Abstract: Stacking, a potent ensemble learning method, leverages a meta-model to harness the strengths of multiple base models, thereby enhancing prediction accuracy. Traditional stacking techniques typically utilize established learning models, such as logistic regression, as the meta-model. This paper introduces a novel approach that integrates computational geometry techniques, specifically solving the maximum weighted rectangle problem, to develop a new meta-model for binary classification. Our method is evaluated on multiple open datasets, with statistical analysis showing its stability and demonstrating improvements in accuracy compared to current state-of-the-art stacking methods with out-of-fold predictions. This new stacking method also boasts two significant advantages: enhanced interpretability and the elimination of hyperparameter tuning for the meta-model, thus increasing its practicality. These merits make our method highly applicable not only in stacking ensemble learning but also in various real-world applications, such as hospital health evaluation scoring and bank credit scoring systems, offering a fresh evaluation perspective.