An Introduction of Ensemble Learning
An Introduction of Ensemble Learning
• Now it’s entirely possible that the person you have chosen
loves you very much and doesn’t want to break your heart
by providing a 1-star rating to the horrible work you have
created.
• B: Another way could be by asking 5 colleagues of yours to
rate the movie.
• For example, in the below case, the averaging method would take the
average of all the values.
5 4 5 4 4 4.4
Weighted Average
• This is an extension of the averaging method. All models are assigned
different weights defining the importance of each model for prediction. For
instance, if two of your colleagues are critics, while others have no prior
experience in this field, then the answers by these two friends are given
more importance as compared to the other people.
rating 5 4 5 4 4 4.41
Ensemble learning Types
Stacking
• Stacking is an ensemble learning
technique that uses predictions from
multiple models (for example decision
tree, knn or svm) to build a new
model. This model is used for making
predictions on the test set. Below is a
step-wise explanation for a simple
stacked ensemble:
• Bagging (or Bootstrap Aggregating) technique uses these subsets (bags) to get a
fair idea of the distribution (complete set). The size of subsets created for bagging
may be less than the original set.
• Multiple subsets are created from the original
dataset, selecting observations with replacement.
• A base model (weak model) is created on each of
these subsets.
• The models run in parallel and are independent of
each other.
• The final predictions are determined by combining
the predictions from all the models.
Boosting
• Before we go further, here’s another question for you: If a
data point is incorrectly predicted by the first model, and
then the next (probably all models), will combining the
predictions provide better results? Such situations are taken
care of by boosting.
• Bagging algorithms:
• Bagging meta-estimator
• Random forest
• Boosting algorithms:
• AdaBoost
• GBM
• XGBM
• Light GBM
• CatBoost