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

Ensemble diversity


In an ensemble, we have many base models—say L number of them. For the classification problem, we have base models as classifiers. If we have a regression problem, we have the base models as learners. Since the diagnostics are performed on the training dataset only, we will drop the convention of train and valid partitions. For simplicity, during the rest of the discussion, we will assume that we have N observations. The L number of models implies that we have L predictions for each of the N observations, and thus the number of predictions is . It is in these predictions that we try to find the diversity of the ensemble. The diversity of the ensemble is identified depending on the type of problem we are dealing with. First, we will take the regression problem.

Numeric prediction

In the case of regression problems, the predicted values of the observations can be compared directly with their actual values. We can easily see which base models' predictions are closer to the...