Ensemble Learning Overview
Ensemble learning constitutes a comprehensive approach to machine learning, aiming at enhancing the predictive performance by amalgamating decisions from multiple models. While the possibilities of creating ensemble mixtures for every prediction modeling challenge are virtually limitless, three tactical approaches stand out in the realm of ensemble machine learning. So much so that they aren’t regarded as algorithms but rather subjects of study, each spawning more nuanced strategies.
Through implementing ensemble methodologies, an optimally effective prediction model can be procured by merging various foundational models.
The trio of fundamental ensemble learning techniques comprises:
Achieving an in-depth perception of each approach and assimilating it into your predictive modeling project is integral.
Application of Ensemble Learning
The role of ensemble learning comes to the fore when envisioning a machine learning model for a business that aims to predict inventory stock orders using the data from previous years.
To achieve this, four distinct algorithms are used to build four machine learning models:
- Linear regression
- Support vector machine
- Regression decision tree
- Basic artificial neural network
None of them, however, are able to fulfill the anticipated forecast accuracy of 95%, even after meticulous tuning and configuring. These models are termed "weak learners" due to their inability to come to terms with the target level.
However, 'weak' does not equate to 'ineffective'. By collating them an ensemble can be constructed. For every new ensemble prediction in machine learning, the input data is run through all four models and the results averaged. The ensuing accuracy, now at a satisfactory 96%, overshadows the target.
Ensemble learning proves effective owing to the varying performance of the machine learning models. Every model may excel with certain data but falter with some. Upon amalgamation, the shortcomings get counterbalanced. Ensemble techniques can be utilized for addressing both prediction and classification issues.
In deploying an ensemble in machine learning, it's crucial that the models are independent of each other. One way to achieve this is by formulating ensembles from various algorithms. Alternately, different times of the same ensemble algorithm in machine learning can be trained using diverse data sets.
There are two ways to sample data from your training set:
Bagging (Bootstrap Aggregation)
Employs random data samples from the training set.
- Select a random sample from the training data.
- Duplicate the sample and store it in the model's data set.
- Reinsert the sample into the original test set.
- Repeat the process 3,999 times.
- Chooses samples "without replacement".
- It follows the same procedure as bagging but once a sample is extracted, it isn't introduced back into the training set.
After training the machine learning models, an aggregation scheme needs to be chosen:
- For classification issues: Use the statistical model or the class with the most frequency of prediction.
- For regression problems: Typically use the average predictions of the models by ensembles.
Boosting ranks among the well-known ensemble methods. Contrary to conventional ensemble techniques, which simultaneously train machine learning models, boosting trains them consecutively, with each subsequent model addressing the shortcomings of the one preceding it.
AdaBoost (Adaptive Boosting)
Among the universal boosting methodologies, AdaBoost augments the precision of ensemble models by:
- Tailoring the new models to rectify the inadequacies of the past ones.
- Identifying the instances where the initial model misjudged the forecasts.
- Emphasizing these instances while training the next model.
- Repeating the process indefinitely to add more models to the ensemble.
- The final ensemble includes multiple machine learning models of varying accuracy that collectively elevate precision.
Like all available tools in machine learning, ensemble functions as a means of coping with intricate challenges. While it offers a viable solution to tough predicaments, it is not a panacea. Use it judiciously.