Deep Super Learner:

A Deep Ensemble for Classification Problems

Steven Young, Tamer Abdou, and Ayse Bener

Data Science Laboratory, Ryerson University, Toronto ON M5B 2K3, Canada,

{steven.young, tamer.abdou, ayse.bener}@ryerson.ca
arXiv:1803.02323v1 [cs.LG] 6 Mar 2018

Abstract. Deep learning has become very popular for tasks such as
predictive modeling and pattern recognition in handling big data. Deep
learning is a powerful machine learning method that extracts lower level
features and feeds them forward for the next layer to identify higher
level features that improve performance. However, deep neural networks
have drawbacks, which include many hyper-parameters and infinite ar-
chitectures, opaqueness into results, and relatively slower convergence on
smaller datasets. While traditional machine learning algorithms can ad-
dress these drawbacks, they are not typically capable of the performance
levels achieved by deep neural networks. To improve performance, ensem-
ble methods are used to combine multiple base learners. Super learning
is an ensemble that finds the optimal combination of diverse learning
algorithms. This paper proposes deep super learning as an approach
which achieves log loss and accuracy results competitive to deep neural
networks while employing traditional machine learning algorithms in a
hierarchical structure. The deep super learner is flexible, adaptable, and
easy to train with good performance across different tasks using identi-
cal hyper-parameter values. Using traditional machine learning requires
fewer hyper-parameters, allows transparency into results, and has rela-
tively fast convergence on smaller datasets. Experimental results show
that the deep super learner has superior performance compared to the
individual base learners, single-layer ensembles, and in some cases deep
neural networks. Performance of the deep super learner may further be
improved with task-specific tuning.

Keywords: Deep Learning, Neural Network, Ensemble Learning

1 Introduction
Deep learning is a machine learning method that uses layers of processing units
where the output of a layer cascades to be the input of the next layer and
can be applied to either supervised or unsupervised learning problems [1] [2].
Deep neural networks (DNN) is an architecture of deep learning that typically
1
This paper was written as part of the Certificate in Data Analytics, Big Data, and
Predictive Analytics at Ryerson University
has many connected units arranged in layers of varying sizes with information
being fed forward through the network. DNN have been successfully applied to
fields such as computer vision and natural language processing, having achieved
accuracy rates similar or superior to humans in classification [3]. For example,
Ciresan et al. using DNN achieved an error rate half the rate of humans in
recognizing traffic signs. The multiple layers of a DNN allow for varying levels of
abstraction and the cascade between the layers enables the extraction of features
from lower to higher level layers to improve performance [4]. However, DNN also
have drawbacks, listed below:
– DNN have many hyper-parameters, which are parameters where their val-
ues are set prior to training as opposed to parameter values that are set via
training, that interact with each other in their relation to performance. Nu-
merous hyper-parameters, together with infinite architectures, makes tuning
of hyper-parameter and architecture difficult [5].
– With a large number of processing units, tracing through a DNN to un-
derstand the reasoning for classifications is difficult, leading to DNN being
treated as black boxes [6].
– DNN typically require very large amounts of data to train and do not con-
verge as fast, with respect to sample size, as traditional machine learning
algorithms [7].
Traditional machine learning algorithms, on the other hand, are relatively simple
to tune and their output may provide interpretable results leading to a deeper
understanding of the problem, though they tend to underperform DNN in terms
of accuracy.
The remainder of this paper is organized as follows: section 1 introduces
the motivation and background for this paper, section 2 presents the overall
procedure of the DSL approach, section 3 describes the methodology of the
experiment, section 4 presents the results of a comparison of the performance of
the DSL to the individual base learners and a selection of ensembles and DNN
on various problems, and section 5 concludes and describes future work.

1.1 Motivation
Given the drawbacks of DNN and the poor performance of traditional machine
learning algorithms in some domains and/ or prediction tasks, this paper inves-
tigates whether traditional machine learning algorithms can be used to address
the drawbacks of DNN and achieve levels of performance comparable to DNN.
A new ensemble method, named here as Deep Super Learner (DSL), seeks to
have simplicity in setup, interpretability of results, fast convergence on small
and large datasets with the power of deep learning.

1.2 Ensemble Methods

Ensemble methods are techniques that train multiple learning algorithms, which
in combination yields significantly higher accuracy results than a single learner [8].
Common methods include boosting, bagging, stacking, and a combination of base
learners. Each of these methods are tested for performance in this paper. Boost-
ing takes a model trained on data and incrementally constructs new models
that focus on the errors in classifying made by the previous model. An example
is XGBoost, which is an efficient implementation of gradient boosting decision
trees [9]. Bagging involves training models on random subsamples and then each
model votes with equal weight on the classification. Random forest uses a bag-
ging approach to enable the selection of a random set of features at each internal
node [10]. Stacking takes the output of a set of models and feeds them into an-
other algorithm that combines them to make the final predictions. Any arbitrary
set of base learners and combiner algorithm can be used. Combination takes the
predictions of the models and combines them with a simple or weighted average.
Super learner is a combination method that finds optimal weights to use when
calculating the final prediction [11].
Super learning is an ensemble method proposed by Van der Laan et al. that
optimizes the weights of the base component learners by minimizing a loss func-
tion given cross-validated output of the learners. Super learning finds the optimal
set of weights for the learners and guarantees that performance will be at least as
good as the best base learner [11]. The proposed algorithm, DSL, is an extension
of the super learner ensemble.
When constructing an ensemble, having diversity among the component
learners is essential for performance and a strong generalization ability [12].
The super learner adapts to various problems given a set of diverse base learners
since the weights of the components are optimized for the problem as different
learners perform differently on different problems. There is also flexibility in the
set of base learners to use depending on requirements or constraints as dictated
by the problem or computational resources.

1.3 Related Work

Very little research has been conducted on using traditional machine learning in
a deep learning architecture. Zhou and Feng describe a tree-based deep learning
architecture [5]. However, the use of only decision tree based algorithms and the
use of a simple average to combine the results of the base learners may limit
the ultimate performance of this approach and its adaptability to diverse set
of problems. Farrelly tested an architecture using traditional learners arranged
in three hidden layers [7]. It is unclear if the implementation allowed iteration
to continue the deep learning. Accuracy results from this architecture did not
outperform the super learner.

2 The Proposed Deep Super Learner Approach

Deep learning consists of a layer by layer processing of features with a cascading
hierarchy structure where the information processed by a layer is fed to the next
layer for further processing. The deep super learner essentially uses a super learn-
ing ensemble for each layer. The overall training process and hyper-parameter
values used are described below (see Figure 1 and Algorithm 1). Let there be j
classes, k folds, l features, m base learners, and n records in the training set.

Fig. 1. Overall procedure of DSL with j classes, k folds, l features, m learners, n records

1. Cross-validation is used to generate out-of-sample predictions for the entire

training set. Split the training set into k equal size, n/k, mutually exclusive
groups to be used as validation sets. For each of the k validation sets form
k folds where all the n − n/k training records not in the validation set are
used for training for that validation set. The number of folds can impact the
degree of under and over-fitting of the algorithm as well as runtime since with
a higher number of folds each fold contains a larger portion of the training
data to train on leading to a better fit, all else being equal. However, with
more folds there is a greater overlap in the training data between the folds
leading to potential over-fitting and more runtime. Three folds are used in
this paper as experimentation showed three folds to be a good balance of fit
and runtime.
2. Build and train each of the m base learning algorithms on each fold. Each
model outputs class probabilities for each fold. There are k ∗ m trained
models. Bring the predictions on each validation set together for each learner
to obtain predictions for the entire training set. This paper uses five base
learners: logistic regression, k-nearest neighbors, random forest, extremely
randomized trees, and XGBoost. Logistic regression, k-nearest neighbors,
and random forest are used as they represent three different classification
models with different philosophies and performance on different datasets [13].
Extremely randomized trees and XGBoost are used for additional diversity
within tree-based approaches. The hyper-parameters of these learners are
described below.
 3. Optimize a loss function to find the linear combination of predictions from
each of the m learners to minimize the objective against the true values
for the training data. Save the value of the loss function and the optimized
weights. Log loss, which is a convex function and therefore convex optimiza-
tion is sufficient, is used here.
4. With the optimized weights, calculate the weighted average of the predictions
across learners to obtain overall predictions for each record.
5. (Optional) Re-train each of the models on the entire training set to get m
trained models. Super learning as described by Van der Laan et al. requires
this step [11]. However, with a sufficient number of cross-validation folds, as
described above, the trained models will be trained on a sufficient portion of
the training data where additional training data does not improve goodness
of fit. Re-training may also be computationally expensive. This step is rec-
ommended when the number of folds is low or when making predictions is
more computationally expensive than training, such as for k-nearest neigh-
bors. This step was not performed for this paper as experimentation showed
no significant difference in performance on the tested datasets.
6. Append the overall predictions to the original training data. For example, if
there are j classes, step 4 produces a j-dimensional vector containing class
probabilities for each record. These vectors are concatenated as additional
features to the original l-dimensional feature vectors for the records, resulting
in a total of l + j features.
7. Feed the training data augmented with the predictions through the steps
above. Repeat this process until the optimized loss value no longer decreases
with each iteration. Save the number of iterations after which the training
process ends.

To make predictions on unseen test data, pass the data in its entirety through
a similar process using each of the models trained and weights optimized at each
iteration. If the models are trained on the entire training set, use these m models
for each iteration. If the models are trained on the k folds, use each model trained
on each fold to make predictions on all the unseen data and average across the
k models to get predictions for each of the m learners. Using the optimum
weights for the m learners found during training for the iteration, calculate the
overall weighted average predictions for the iteration. Append the predictions
to the original test data as additional features. Repeat the process for the same
number of iterations used in training.

3 Methodology

The hyper-parameters and architectures for the DSL, base learners, benchmark
ensembles, and benchmark DNN described below are kept constant between
datasets. When necessary, adjustments are made for the different dimensionality
of the datasets.
 for iteration in 1 to max iterations do
Split data into k folds each with train and validate sets;
for each fold in k folds do
for each learner in ensemble do
Train learner on train set in fold;
Get class probabilities from learner on validate set in fold;
Build predictions matrix of class probabilities;
end
end
Get weights to minimize loss function with predictions and true labels;
Get average probabilities across learners by multiplying predictions with
weights;
Get loss value of loss function with average probabilities and true labels;
if loss value is less than loss value from previous iteration then
Append average probabilities to data;
else
Save iteration;
Break for;
end
end
Algorithm 1: A Pseudo-code of the Proposed Approach, DSL

3.1 Base Learners and Benchmark Ensembles

The same five base learners used in DSL are also tested individually and in
the benchmark ensembles using identical hyper-parameter values. If a hyper-
parameter of a learner is not listed below, in Table 1, default values of the
implementation of the algorithm are used.

Table 1. Summary of hyper-parameters for base learning algorithms

Base learner Hyper-parameters

Logistic regression N/A
k-Nearest neighbors Neighbors: 11
Random forest Trees: 200; Depth: unlimited
Trees: 200; Depth: unlimited;
Extremely randomized trees
Max features when splitting: 1
Trees: 200; Max depth: 3;
XGBoost Row subsampling: 0;
Column subsampling: 0; Learning rate: 1

Since random forest, extremely randomized trees, and XGBoost are them-
selves ensembles, three additional ensembles are tested for comparison: a simple
equal weighted average of the base learners, a stacked ensemble where the output
of the base learners is fed into XGBoost, and a single-layer super learner.
3.2 Benchmark Deep Neural Networks

DNN are used to establish benchmarks for performance. Some hyper-parameter

tuning through experimentation is performed to achieve performance indicative
of the capabilities of DNN. In Table 2, two DNN architectures are tested and
described : a multi-layer perceptron (MLP) and a convolutional neural network
(CNN)

Table 2. Summary of architecture and hyper-parameter values used for benchmark

deep neural networks.

Hyper-parameters Hyper-parameters
Architecture
(Multi-layer perceptron) (Convolutional neural network)
Filters: 32; Kernel size: 5 or (5, 5);
Convolutional layer N/A Activation: RELU;
Weight constraint: 4
Max pooling layer N/A Pool size: 2 or (2, 2)
Filters: 16; Kernel size: 3 or (3, 3);
Convolutional layer N/A Activation: RELU;
Weight constraint: 4
Max pooling layer N/A Pool size: 2 or (2, 2)
Dropout regularization N/A Drop rate: 0.2
Nodes: 128; Activation: RELU; Nodes: 128; Activation: RELU;
Dense layer
Weight constraint: 4 Weight constraint: 4
Nodes: 64; Activation: RELU; Nodes: 64; Activation: RELU;
Dense layer
Weight constraint: 4 Weight constraint: 4
Nodes: number of classes; Nodes: number of classes;
Output layer
Activation: Softmax Activation: Softmax
Learning rate: 0.001; Learning rate: 0.001;
Optimizer: Adam Learning rate decay:
√ Learning rate decay:
√
Learning rate/ M ax epochs Learning rate/ M ax epochs
Batch size 200 200
Max epochs 50 50
Validation split 0.2 0.2
Early stopping patience 3 3

3.3 Datasets

Sentiment Classification

The IMDB Movie reviews sentiment classification dataset contains 25,000 re-
views for training and 25,000 for testing. The reviews have been labelled as
positive or negative [14]. The 2,000 most frequent words in the set are used to
calculate the term frequency-inverse document frequency (TF-IDF) matrix.
Image Categorization

The MNIST database of handwritten digits is a commonly used dataset to test

the performance of computer vision algorithms. It includes a training set of
60,000 images and a test set of 10,000 images of handwritten digits 0 to 9. The
images are 28 pixels by 28 pixels in greyscale [15].

3.4 Performance Measures

Two metrics are used to evaluate the performance of the learning algorithms. One
is Accuracy, which is the proportion of correctly classified records, and the other
is LogLoss. Both Accuracy and LogLoss formulas are shown in Equations 1
and 2, respectively.
Pn Pj
x=1 y=1 f (x, y)C(x, y) TP + TN
Accuracy = = (1)
n TP + FP + TN + FN
Where n denotes the number of instances, j the number of classes, f (x, y) the
actual probability of instance x to be of class y. C(x, y) is one if and only if y
is the predicted class of x, otherwise C(x, y) is zero. Accuracy is equivalently
defined in terms of the confusion matrix, where T P is true positives, T N is true
negatives, F P is false positives, and F N is false negatives.
Pj Pn
− y=1 x=1 f (x, y)log(p(x, y))
LogLoss = (2)
n
Where f (x, y) is defined as above and p(x, y) is the estimated probability of
instance x is class y. Minimizing LogLoss, also known as cross entropy, is equiv-
alent to maximizing the log likelihood of observing the data from the model. Both
Accuracy and LogLoss are commonly used performance measures in machine
learning [16].

4 Results

4.1 Sentiment Classification

Log loss and accuracy results of DSL, base learners, benchmark ensembles, and
benchmark DNN on the IMDB sentiment classification dataset are shown in
Table 3.
The DSL achieved statistically significantly lower loss and higher accuracy
than all other algorithms. Since the TF-IDF matrix does not convey spatial
or sequential relationships, DNN architectures CNN may not be expected to
perform as well on this test. The MLP, like DSL here, is set up to be more
general purpose yet is outperformed by DSL. DSL outperforming a single-layer
super learner indicates adding depth to the algorithm improves performance.
Figure 2 shows the performance of DSL on the IMDB test data by iteration.
 Table 3. Comparison of log loss and accuracy on IMDB test data

Test Log loss Accuracy

Deep Super Learner (DSL) 0.28 88.22%
Multi-layer perceptron 0.29 87.53%
Super learner 0.30 86.59%
XGBoost stack ensemble 0.31 87.19%
Convolutional neural network 0.31 86.40%
Logistic regression 0.32 87.78%
XGBoost 0.39 84.45%
Simple average ensemble 0.42 86.57%
Random forest 0.46 84.27%
Extremely randomized trees 0.60 79.20%
k-Nearest neighbors 0.72 68.22%

Fig. 2. Log loss and accuracy by iteration of the DSL on IMDB test data.

4.2 Image Categorization

Log loss and accuracy results of DSL, base learners, benchmark ensembles, and
benchmark DNN on the MNIST handwritten digits dataset are shown in Table 4.
The DSL achieved statistically significantly lower loss and higher accuracy
than all algorithms except for CNN. The design of CNN make them well suited
to image processing. Again, DSL outperformed MLP and super learner showing
the advantages of diversity in learners and depth. The order of the base learners
by performance differs between the two datasets showing the importance of
including a diverse set of learners when addressing various problems and the
value of optimizing the component weights. Figure 3 shows the performance of
DSL on the MNIST test data by iteration.
 Table 4. Comparison of log loss and accuracy on MNIST test data.

Test Log loss Accuracy

Convolutional neural network 0.03 99.17%
Deep Super Learner (DSL) 0.06 98.42%
Super learner 0.07 97.82%
Multi-layer perceptron 0.07 97.85%
XGBoost stack ensemble 0.08 98.24%
XGBoost 0.08 97.65%
Simple average ensemble 0.18 97.65%
Random forest 0.24 97.00%
k-Nearest neighbors 0.26 96.68%
Logistic regression 0.27 92.55%
Extremely randomized trees 0.43 95.87%

Fig. 3. Log loss and accuracy by iteration of the DSL on MNIST test data.

4.3 Runtime

All algorithms are implemented in Python using the scikit-learn library for lo-
gistic regression, k-nearest neighbors (KNN), random forest, and extremely ran-
domized trees, XGBoost library for XGBoost, SciPy for the convex optimizer,
and Keras with a TensorFlow backend for MLP and CNN. Experiments are run
on a desktop with an Intel Core i7-7700 with 16 GB of RAM. DSL on IMDB
converged after three iterations running for a total of 50 minutes, 46 of which
are spent in the prediction phase of KNN. MLP on IMDB converged after two
epochs running for one minute. CNN on IMDB converged after six epochs run-
ning for a total of seven minutes. DSL on MNIST converged after five iterations,
running for a total of 86 minutes, 70 of which are spent in the prediction phase
of KNN. MLP on MNIST converged in 12 epochs running for two minutes. CNN
on MNIST converged in 12 epochs running for a total of 12 minutes. DSL is in-
herently parallel across component learners. With optimized parallel processing
and selection of base learners, the runtime of DSL can be dramatically reduced.

4.4 Threats to Validity

Threats to internal validity include errors in the experiments and implementa-
tions. While the experiments and implementations were carefully double checked,
errors are possible. Threats to external validity include whether the results in
this paper generalize to other datasets, sets of base learners and architectures.
While the tests include two rather different datasets, only one set of base learn-
ers and deep architecture were tested. Applying the methods described here to
additional datasets as well as varying base learners and architecture will re-
duce this threat. Threats to construct validity include the appropriateness of
the benchmark algorithms and evaluation metrics. For the most part, bench-
mark ensembles outperformed their component learners and DNN outperformed
ensembles of base learners on the same tasks as expected. The use of log loss and
accuracy are common in machine learning studies to evaluate the performance
of prediction algorithms.

5 Conclusion
Results for the deep super learner are encouraging. Using a weighted average
of the base learners optimized to minimize log loss yields results superior to
any individual base learner. Using a cascade of multiple layers of base learners
where each successive layer uses the output from the previous layer as augmented
features for input to add depth to the learning improved performance further.
While still shy of the performance levels obtained by CNN on image data, the
deep super learner using traditional machine learning algorithms outperformed
MLP on image data and outperformed MLP and CNN on classification from a
TF-IDF matrix while also having fewer hyper-parameters and providing inter-
pretable and transparent results. Though still in the early stages of development
of a deep super learning ensemble, particularly compared to DNN, further devel-
opment of the architecture, for example to better capture spatial or sequential
relationships, should be conducted.

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