I have 3-class classification problem and I have ensemble with 4 classifiers. Each classifier returns supports for each class. Now I want to combine this outputs using weighted average with c*L weights (c=3, L=4), but I don't know how can I calculate weights?
For example, I have dataset like this:
D1,1 | 0.85 0.01 0.34 0.44 0.08 0.89 0.01 0.35 0.97 0.04
D1,2 | 0.67 0.03 0.13 0.58 0.06 0.48 0.60 0.59 0.03 0.28
D1,3 | 0.52 0.08 0.50 0.87 0.88 0.01 0.95 0.58 0.83 0.65
D2,1 | 0.29 0.26 0.85 0.46 0.23 0.62 0.09 0.66 0.83 0.48
D2,2 | 0.70 0.02 0.38 0.43 0.86 0.23 0.03 0.64 0.04 0.97
D2,3 | 0.38 0.42 0.69 0.74 0.71 0.52 0.88 0.43 0.54 0.74
D3,1 | 0.56 0.34 0.62 0.46 0.87 0.72 0.24 0.13 0.94 0.56
D3,2 | 0.88 0.54 0.45 0.86 0.93 0.60 0.00 0.75 0.32 0.29
D3,3 | 0.84 0.92 0.47 0.46 0.13 0.58 0.81 0.24 0.80 0.25
D4,1 | 0.89 0.29 0.94 0.49 0.39 0.43 0.14 0.65 0.60 0.88
D4,2 | 0.93 0.33 0.08 0.48 0.98 0.24 0.87 0.85 0.78 0.44
D4,3 | 0.81 0.85 0.27 0.22 0.64 0.42 0.09 0.08 0.79 0.81
TARGET 1 3 1 3 3 1 2 2 2 3
Di,j is support of i-th classifier for j-th class. TARGET is truth class of observation.