Ensemble learning fundamentals
The main concept behind ensemble learning is the distinction between strong and weak learners. In particular, a strong learner is a classifier or a regressor which has enough capacity to reach the highest potential accuracy, minimizing both bias and variance (thus also achieving a satisfactory level of generalization).
On the other hand, a weak learner is a model that is generically able to achieve an accuracy slightly higher than a random guess, but whose complexity is very low (they can be trained very quickly but can never be used alone to solve complex problems).
To define a strong learner more formally, if we consider a parametrized binary classifier , we define it as a strong learner if the following is true:
This expression can initially appear cryptic; however, it's very easy to understand. It simply expresses the concept that a strong learner is theoretically able to achieve any non-null probability of misclassification with...