Coopetitive Soft Gating Ensemble

In this article, we propose the Coopetititve Soft Gating Ensemble or CSGE for general machine learning tasks and interwoven systems. The goal of machine learning is to create models that generalize well for unknown datasets. Often, however, the problems are too complex to be solved with a single model, so several models are combined. Similar, Autonomic Computing requires the integration of different systems. Here, especially, the local, temporal online evaluation and the resulting (re-)weighting scheme of the CSGE makes the approach highly applicable for self-improving system integrations. To achieve the best potential performance the CSGE can be optimized according to arbitrary loss functions making it accessible for a broader range of problems. We introduce a novel training procedure including a hyper-parameter initialisation at its heart. We show that the CSGE approach reaches state-of-the-art performance for both classification and regression tasks. Further on, the CSGE provides a human-readable quantification on the influence of all base estimators employing the three weighting aspects. Moreover, we provide a scikit-learn compatible implementation.