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Table Of Contents
Hands-On Machine Learning with C++ - Second Edition
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In this chapter, we examined various methods for constructing ensembles of machine learning algorithms. The main purposes of creating ensembles are to reduce the error of the elementary algorithms, expand the set of possible hypotheses, and increase the probability of reaching the global optimum during optimization.
We saw that there are three main approaches to building ensembles: training elementary algorithms on various datasets and averaging the errors (bagging), consistently improving the results of the previous, weaker algorithms (boosting), and learning the meta-algorithm from the results of elementary algorithms (stacking). Note that the methods of building ensembles that we’ve covered, except stacking, require that the elementary algorithms belong to the same class, and this is one of the main requirements for ensembles. It is also believed that boosting gives more accurate results than bagging but, at the same time, is more prone to overfitting. The main...