#EnsembleLearning #EnsembleModels #MachineLearning #DataAnalytics #DataScience Ensemble learning is a machine learning paradigm where multiple models (often called “weak learners”) are trained to solve the same problem and combined to get better results. The main hypothesis is that when weak models are correctly combined we can obtain more accurate and/or robust models.
Ensemble Learning is using multiple learning algorithms at a time, to obtain predictions with an aim to have better predictions than the individual models.
Ensemble learning is a very popular method to improve the accuracy of a machine learning model.
It avoid overfitting and gives us a much better model.
bootstrap aggregating (Bagging) and boosting are popular ensemble methods.
In machine learning, no matter if we are facing a classification or a regression problem, the choice of the model is extremely important to have any chance to obtain good results. This choice can depend on many variables of the problem: quantity of data, dimensionality of the space, distribution hypothesis…
A low bias and a low variance, although they most often vary in opposite directions, are the two most fundamental features expected for a model. Indeed, to be able to “solve” a problem, we want our model to have enough degrees of freedom to resolve the underlying complexity of the data we are working with, but we also want it to have not too much degrees of freedom to avoid high variance and be more robust. This is the well known bias-variance tradeoff.
Bootstrap aggregating, also called bagging, is a machine learning ensemble meta-algorithm designed to improve the stability and accuracy of machine learning algorithms used in statistical classification and regression
Can multiple weak classifiers be used to make a strong one? We examine the boosting algorithm, which adjusts the weight of each classifier, and work through the math. We end with how boosting doesn't seem to overfit, and mention some applications.
AdaBoost is one of those machine learning methods that seems so much more confusing than it really is. It's really just a simple twist on decision trees and random forests.
Bagging (stands for Bootstrap Aggregating) is a way to decrease the variance of your prediction by generating additional data for training from your original dataset using combinations with repetitions to produce multisets of the same cardinality/size as your original data. By increasing the size of your training set you can't improve the model predictive force, but just decrease the variance, narrowly tuning the prediction to expected outcome.
Boosting is a two-step approach, where one first uses subsets of the original data to produce a series of averagely performing models and then "boosts" their performance by combining them together using a particular cost function (=majority vote). Unlike bagging, in the classical boosting the subset creation is not random and depends upon the performance of the previous models: every new subsets contains the elements that were (likely to be) misclassified by previous models.
Stacking is a similar to boosting: you also apply several models to your original data. The difference here is, however, that you don't have just an empirical formula for your weight function, rather you introduce a meta-level and use another model/approach to estimate the input together with outputs of every model to estimate the weights or, in other words, to determine what models perform well and what badly given these input data.
In the next tutorial we will implement some ensemble models in scikit learn.
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