Stacked generalization, or stacking, may be a less popular machine learning ensemble given that it describes a framework more than a specific model. Perhaps the reason it has been less popular in mainstream machine learning is that it can be tricky to train a stacking model correctly, without suffering data leakage. This has meant that […]
Archive | Ensemble Learning
How to Combine Predictions for Ensemble Learning
Ensemble methods involve combining the predictions from multiple models. The combination of the predictions is a central part of the ensemble method and depends heavily on the types of models that contribute to the ensemble and the type of prediction problem that is being modeled, such as a classification or regression. Nevertheless, there are common […]
A Gentle Introduction to Ensemble Learning Algorithms
Ensemble learning is a general meta approach to machine learning that seeks better predictive performance by combining the predictions from multiple models. Although there are a seemingly unlimited number of ensembles that you can develop for your predictive modeling problem, there are three methods that dominate the field of ensemble learning. So much so, that […]
Histogram-Based Gradient Boosting Ensembles in Python
Gradient boosting is an ensemble of decision trees algorithms. It may be one of the most popular techniques for structured (tabular) classification and regression predictive modeling problems given that it performs so well across a wide range of datasets in practice. A major problem of gradient boosting is that it is slow to train the […]
Ensemble Learning Algorithm Complexity and Occam’s Razor
Occam’s razor suggests that in machine learning, we should prefer simpler models with fewer coefficients over complex models like ensembles. Taken at face value, the razor is a heuristic that suggests more complex hypotheses make more assumptions that, in turn, will make them too narrow and not generalize well. In machine learning, it suggests complex […]
What Is Meta-Learning in Machine Learning?
Meta-learning in machine learning refers to learning algorithms that learn from other learning algorithms. Most commonly, this means the use of machine learning algorithms that learn how to best combine the predictions from other machine learning algorithms in the field of ensemble learning. Nevertheless, meta-learning might also refer to the manual process of model selecting […]
Dynamic Classifier Selection Ensembles in Python
Dynamic classifier selection is a type of ensemble learning algorithm for classification predictive modeling. The technique involves fitting multiple machine learning models on the training dataset, then selecting the model that is expected to perform best when making a prediction, based on the specific details of the example to be predicted. This can be achieved […]
Blending Ensemble Machine Learning With Python
Blending is an ensemble machine learning algorithm. It is a colloquial name for stacked generalization or stacking ensemble where instead of fitting the meta-model on out-of-fold predictions made by the base model, it is fit on predictions made on a holdout dataset. Blending was used to describe stacking models that combined many hundreds of predictive […]
How to Develop Random Forest Ensembles With XGBoost
The XGBoost library provides an efficient implementation of gradient boosting that can be configured to train random forest ensembles. Random forest is a simpler algorithm than gradient boosting. The XGBoost library allows the models to be trained in a way that repurposes and harnesses the computational efficiencies implemented in the library for training random forest […]
How to Develop a Light Gradient Boosted Machine (LightGBM) Ensemble
Light Gradient Boosted Machine, or LightGBM for short, is an open-source library that provides an efficient and effective implementation of the gradient boosting algorithm. LightGBM extends the gradient boosting algorithm by adding a type of automatic feature selection as well as focusing on boosting examples with larger gradients. This can result in a dramatic speedup […]