Ensembles are a machine learning method that combine the predictions from multiple models in an effort to achieve better predictive performance. There are many different types of ensembles, although all approaches have two key properties: they require that the contributing models are different so that they make different errors and they combine the predictions in an attempt to harness what each different model does well. Nevertheless, it is not clear how ensembles manage to achieve this, especially in the context […]

Multivariate Adaptive Regression Splines, or MARS, is an algorithm for complex non-linear regression problems. The algorithm involves finding a set of simple linear functions that in aggregate result in the best predictive performance. In this way, MARS is a type of ensemble of simple linear functions and can achieve good performance on challenging regression problems with many input variables and complex non-linear relationships. In this tutorial, you will discover how to develop Multivariate Adaptive Regression Spline models in Python. After […]

Bootstrap aggregation, or bagging, is an ensemble where each model is trained on a different sample of the training dataset. The idea of bagging can be generalized to other techniques for changing the training dataset and fitting the same model on each changed version of the data. One approach is to use data transforms that change the scale and probability distribution of input variables as the basis for the training of contributing members to a bagging-like ensemble. We can refer […]

Random subspace ensembles consist of the same model fit on different randomly selected groups of input features (columns) in the training dataset. There are many ways to choose groups of features in the training dataset, and feature selection is a popular class of data preparation techniques designed specifically for this purpose. The features selected by different configurations of the same feature selection method and different feature selection methods entirely can be used as the basis for ensemble learning. In this […]

Extreme Gradient Boosting (XGBoost) is an open-source library that provides an efficient and effective implementation of the gradient boosting algorithm. Although other open-source implementations of the approach existed before XGBoost, the release of XGBoost appeared to unleash the power of the technique and made the applied machine learning community take notice of gradient boosting more generally. Shortly after its development and initial release, XGBoost became the go-to method and often the key component in winning solutions for classification and regression […]