Summary
In this chapter, we introduced the main concepts of ensemble learning, focusing on both bagging and boosting techniques. In the first section, we explained the difference between strong and weak learners, and we presented the big picture of how it's possible to combine the estimators to achieve specific goals.
The next topic focused on the properties of decision trees and their main strengths and weaknesses. In particular, we explained that the structure of a tree causes a natural increase in the variance. The bagging technique called random forests allow mitigating this problem, improving at the same time the overall accuracy. A further variance reduction can be achieved by increasing the randomness and employing a variant called extra randomized trees. In the example, we have also seen how it's possible to evaluate the importance of each input feature and perform dimensionality reduction without involving complex statistical techniques.
In the third section...