Multi-objective Support Vector Machines Ensemble Generation for Water Quality Monitoring

Real-world classification problems generally deal with imbalanced data, where one class represents the majority of the data set. The present work deals with event detection on a drinking-water quality time series, where the presence of a quality event is the minority class. In order to solve such problems, supervised learning algorithms are recommended. Researchers have also used multi-objective optimization (MOO) in order to generate diverse models to build ensembles of classifiers. Although MOO has been used for ensemble member generation, there is a lack on it's application for member selection, which is usually done by selecting a specific subset from the resulting models, or by using meta-algorithms, such as boosting. The proposed work comprises the application of MOO design in the whole process of ensemble generation. To do so, one multi-objective problem (MOP) is defined for the creation of a set of non-dominated solutions with Pareto-optimal support vector machines (SVM). After that, a second MOP is defined for the selection of such SVMs as members of an ensemble. Such methodology is compared to other member selection methods, such as: the single best classifier, an ensemble composed of the full set of non-dominated solutions, and the selection of a specific subset from the Pareto front. Results show that the proposed method is suitable for the creation of ensembles, achieving the highest classification scores.