Eliminating Multicollinearity Issues in Neural Network Ensembles: Incremental, Negatively Correlated, Optimal Convex Blending

Pola Lydia Lagari, Lefteri H. Tsoukalas, Salar Safarkhani +1

Given a {features, target} dataset, we introduce an incremental algorithm that constructs an aggregate regressor, using an ensemble of neural networks. It is well known that ensemb…