Abstract:

The effectiveness of a regression method strongly depends on the characteristics of the considered regression problem. As a consequence, this makes it difficult to choose a priori the most appropriate algorithm for a given dataset. This issue is faced in this work through a novel regression approach based on the fusion of an ensemble of different regressors. In order to implement the proposed robust multiple system (RMS), four different fusion strategies are explored. In this context, we propose a novel fusion strategy named selection‐based strategy (SBS) that provides as output the estimate obtained by the regression algorithm (included in the ensemble) characterized by the highest expected accuracy in the region of the feature space associated with the considered model. The SBS is based not on a direct combination of the estimates yielded by all the regressors but on a selection mechanism that identifies the expected best available estimate. For such purpose, it exploits the accuracies of the regressors included in the ensemble in different portions of the input feature space. The experimental assessment of the RMS was carried out on three different datasets: a wine, an orange juice, and an apple datasets. The obtained experimental results suggest that, in general, the fusion of an ensemble of different regression algorithms leads to a regression process that is more robust and sometimes also more accurate than traditional regression methods. In particular, the proposed SBS method represents an effective solution to carry out the fusion process.

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