Multiple Classifier Systems Based on Interpretable Linear Classifiers

Multiple classifier systems fall into two types: classifier combination systems and classifier choice systems. The former aggregate component systems to produce an overall classification, while the latter choose between component systems to decide which classification rule to use. We illustrate each type applied in a real context where practical constraints limit the type of base classifier which can be used. In particular, our context – that of credit scoring – favours the use of simple interpretable, especially linear, forms. Simple measures of classification performance are just one way of measuring the suitability of classification rules in this context.