Building ensemble models

It is well known that ensembles of models tend to perform better and also tend to be more robust. DataRobot provides the capability to automatically build ensemble models; however, this does require some trade-offs. For example, ensemble models take more time and computational resources to build and deploy, and they also tend to be more opaque. This is the reason we did not start off by building ensemble models. Once you have built several models and you are interested in ways of improving your model accuracy, you can decide to build ensembles. As we saw in the previous sections, we have to explicitly select the option to build ensembles, and that also means that we cannot compute SHAP values. Let's look at how this is done. Let's first go to the project list page, which shows all of your current projects, as illustrated in the following screenshot:

Figure 6.24 – Project list

Here, we will select the Actions icon for...