Improving model performance with ensembles
Just as the best sports teams have players with complementary rather than overlapping skillsets, some of the best machine learning algorithms utilize teams of complementary models. Since a model brings a unique bias to a learning task, it may readily learn one subset of examples but have trouble with another. Therefore, by intelligently using the talents of several diverse team members, it is possible to create a strong team of multiple weak learners.
This technique of combining and managing the predictions of multiple models falls into a wider set of meta-learning methods, which are techniques that involve learning how to learn. This includes anything from simple algorithms that gradually improve performance by iterating over design decisions—for instance, the automated parameter tuning used earlier in this chapter—to highly complex algorithms that use concepts borrowed from evolutionary biology and genetics for self-modifying...