Book Image

Hands-On Ensemble Learning with R

By : Prabhanjan Narayanachar Tattar
Book Image

Hands-On Ensemble Learning with R

By: Prabhanjan Narayanachar Tattar

Overview of this book

Ensemble techniques are used for combining two or more similar or dissimilar machine learning algorithms to create a stronger model. Such a model delivers superior prediction power and can give your datasets a boost in accuracy. Hands-On Ensemble Learning with R begins with the important statistical resampling methods. You will then walk through the central trilogy of ensemble techniques – bagging, random forest, and boosting – then you'll learn how they can be used to provide greater accuracy on large datasets using popular R packages. You will learn how to combine model predictions using different machine learning algorithms to build ensemble models. In addition to this, you will explore how to improve the performance of your ensemble models. By the end of this book, you will have learned how machine learning algorithms can be combined to reduce common problems and build simple efficient ensemble models with the help of real-world examples.
Table of Contents (17 chapters)
Hands-On Ensemble Learning with R
Contributors
Preface
12
What's Next?
Index

The general boosting algorithm


The tree-based ensembles in the previous chapters, Bagging and Random Forests, cover an important extension of the decision trees. However, while bagging provides greater stability by averaging multiple decision trees, the bias persists. This limitation motivated Breiman to sample the covariates at each split point to generate an ensemble of "independent" trees and lay the foundation for random forests. The trees in the random forests can be developed in parallel, as is the case with bagging. The idea of averaging over multiple trees is to ensure the balance between the bias and variance trade-off. Boosting is the third most important extension of the decision trees, and probably the most effective one. It is again based on ensembling homogeneous base learners (in this case, trees), as are the bagging and random forests. The design of the boosting algorithm is completely different though. It is a sequential ensemble method in that the residual/misclassified...