Chapter 9. Ensembling Regression Models
Chapters 3, Bagging, to Chapters 8, Ensemble Diagnostics, were devoted to learning different types of ensembling methods. The discussion was largely based on the classification problem. If the regressand/output of the supervised learning problem is a numeric variable, then we have a regression problem, which will be addressed here. The housing price problem is selected for demonstration purposes throughout the chapter, and the dataset is chosen from a Kaggle competition: https://www.kaggle.com/c/house-prices-advanced-regression-techniques/. The data consists of numerous variables, including as many as 79 independent variables, with the price of the house as the output/dependent variable. The dataset needs some pre-processing as some variables have missing dates, some variables have lots of levels, with a few of them only occurring very rarely, and some variables have missing data in more than 20% of observations.
The pre-processing techniques...