Ensemble methods combine multiple machine learning models to create a stronger predictive model. Rather than relying on a single decision tree, ensemble methods average the results of many decision trees trained on different subsets of the data. Bagging (Bootstrap Aggregating) is an ensemble method that generates multiple bootstrapped samples from the original data and trains a decision tree on each sample. The predictions from all the trees are then aggregated to make the final prediction.
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Ensemble
Ensemble methods combine multiple machine learning models to create a stronger predictive model. Rather than relying on a single decision tree, ensemble methods average the results of many decision trees trained on different subsets of the data. Bagging (Bootstrap Aggregating) is an ensemble method that generates multiple bootstrapped samples from the original data and trains a decision tree on each sample. The predictions from all the trees are then aggregated to make the final prediction.
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Ensemble methods
Ensemble methods is a machine learning technique that combines
several base models in order to produce one optimal predictive model. Rather than just relying on one Decision Tree and hoping we made the right decision at each split, Ensemble Methods allow us to take a sample of Decision Trees into account, calculate which features to use or questions to ask at each split, and make a final predictor based on the aggregated results of the sampled Decision Trees.
1. BAGGing, or Bootstrap AGGregating. BAGGing gets its
name because it combines Bootstrapping and Aggregation to form one ensemble model. Given a sample of data, multiple bootstrapped subsamples are pulled. A Decision Tree is formed on each of the bootstrapped subsamples. 2. After each subsample Decision Tree has been formed, an algorithm is used to aggregate over the Decision Trees to form the most efficient predictor. The image below will help explain: Given a Dataset, bootstrapped subsamples are pulled. A Decision Tree is formed on each bootstrapped sample. The results of each tree are aggregated to yield the strongest, most accurate predictor. A Bagging classifier is an ensemble meta-estimator that fits base classifiers each on random subsets of the original dataset and then aggregate their individual predictions (either by voting or by averaging) to form a final prediction. Such a meta-estimator can typically be used as a way to reduce the variance of a black-box estimator (e.g., a decision tree), by introducing randomization into its construction procedure and then making an ensemble out of it. Each base classifier is trained in parallel with a training set which is generated by randomly drawing, with replacement, N examples(or data) from the original training dataset – where N is the size of the original training set. Training set for each of the base classifiers is independent of each other. Many of the original data may be repeated in the resulting training set while others may be left out. Bagging reduces overfitting (variance) by averaging or voting, however, this leads to an increase in bias, which is compensated by the reduction in variance though. How Bagging works on training dataset ? How bagging works on an imaginary training dataset is shown below. Since Bagging resamples the original training dataset with replacement, some instance(or data) may be present multiple times while others are left out. Original training dataset: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 Resampled training set 1: 2, 3, 3, 5, 6, 1, 8, 10, 9, 1 Resampled training set 2: 1, 1, 5, 6, 3, 8, 9, 10, 2, 7 Resampled training set 3: 1, 5, 8, 9, 2, 10, 9, 7, 5, 4 Algorithm for the Bagging classifier: Classifier generation:
Let N be the size of the training set.
for each of t iterations: sample N instances with replacement from the original training set. apply the learning algorithm to the sample. store the resulting classifier.
Classification: for each of the t classifiers: predict class of instance using classifier. return class that was predicted most often.
DATA MINING and MACHINE LEARNING. PREDICTIVE TECHNIQUES: ENSEMBLE METHODS, BOOSTING, BAGGING, RANDOM FOREST, DECISION TREES and REGRESSION TREES.: Examples with MATLAB