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2023 | OriginalPaper | Buchkapitel

12. Ensemble Models

verfasst von : Frank Acito

Erschienen in: Predictive Analytics with KNIME

Verlag: Springer Nature Switzerland

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Abstract

Ensemble models in machine learning involve combining predictions from multiple diverse models to achieve improved accuracy and stability. This chapter explores various ensemble techniques and their benefits.
The search for the best machine learning algorithm for a particular problem is an ongoing challenge. Studies have shown that no single algorithm performs best across all datasets. This has led to the concept of ensemble learning, where the predictions of multiple models are aggregated to produce a final estimate.
The effectiveness of combining diverse independent estimates was first highlighted in “The Wisdom of Crowds.” A classic example by Sir Francis Galton demonstrated the power of combining individual estimates, leading to a more accurate prediction.
Ensemble models are created using different approaches, such as employing multiple algorithms, varying model parameters, sampling different subsets of predictor variables, or sampling observations. The benefits of ensemble models lie in reduced variation and improved accuracy.
Reduced variation ensures reliability in predictions with different data samples, allowing for a better understanding of the model’s performance with unseen data. Improved accuracy is achieved by combining independent predictions, which helps cancel out errors, resulting in better overall predictions.
Bagging, Random Forests, AdaBoost, Gradient Tree Boosting, and XGBoost are discussed. These models are popular for their ability to handle different types of data and achieve state-of-the-art performance in various contexts.
The chapter includes practical examples of ensemble modeling with continuous and binary targets. One example uses a KNIME workflow to predict used car prices using ordinary least regression (OLS) and Gradient Boosted Trees. Another example involves predicting credit status using XGBoost.

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Literatur
Zurück zum Zitat Friedman, J. (2001). Greedy function approximation: A gradient boosting machine. Annals of Statistics., 20(5), 1189–1232.MathSciNetMATH Friedman, J. (2001). Greedy function approximation: A gradient boosting machine. Annals of Statistics., 20(5), 1189–1232.MathSciNetMATH
Zurück zum Zitat Ho, T. K. (1998). The random subspace method for constructing decision forests. IEEE Transactions on Pattern Analysis and Machine Intelligence., 20(8), 832–844.CrossRef Ho, T. K. (1998). The random subspace method for constructing decision forests. IEEE Transactions on Pattern Analysis and Machine Intelligence., 20(8), 832–844.CrossRef
Zurück zum Zitat Seni, G., & Elder, J. F. (2010). Ensemble methods in data mining: Improving accuracy through combining predictions. Morgan & Claypool Publishers.CrossRef Seni, G., & Elder, J. F. (2010). Ensemble methods in data mining: Improving accuracy through combining predictions. Morgan & Claypool Publishers.CrossRef
Zurück zum Zitat Surowiecki, J. (2005). The wisdom of crowds: Why the many are smarter than the few and how collective wisdom shapes business, economies. Societies and Nations. Anchor Books. Surowiecki, J. (2005). The wisdom of crowds: Why the many are smarter than the few and how collective wisdom shapes business, economies. Societies and Nations. Anchor Books.
Metadaten
Titel
Ensemble Models
verfasst von
Frank Acito
Copyright-Jahr
2023
DOI
https://doi.org/10.1007/978-3-031-45630-5_12