Introducing ensembles
"This is how you win ML competitions: you take other peoples' work and ensemble them together." | ||
--Vitaly Kuznetsov NIPS2014 |
In the context of machine learning, an ensemble is a set of models that is used to solve a shared problem. An ensemble is made up of two components: a set of models and a set of decision rules that govern how the results of those models are combined into a single output.
Ensembles offer a data scientist the ability to construct multiple solutions for a given problem and then combine these into a single final result that draws from the best elements of each input solution. This provides robustness against noise, which is reflected in more effective training against an initial dataset (leading to lower levels of overfitting and reductions in training error) and against data change of the kinds discussed in the preceding section.
It is no exaggeration to say that ensembles are the most important recent development in...