A base-learning algorithm trains one individual base estimator inside an ensemble. Each estimator forms an independent opinion, and the ensemble combines those predictions into a final result. section 1.4 section 1.5
Think of a diagnostic team: each resident applies a method to the same patient data, then a senior doctor aggregates their opinions. Model diversity comes from varying the algorithms or training data. section 2.1 section 7.2
A base-learning algorithm participates in an ensemble through a simple workflow:
- Choose one or more learning algorithms, such as decision-tree regression, support vector regression, kernel ridge regression, k-nearest neighbors, Gaussian processes, or neural networks. section 1.4
- Train each base estimator independently on the available training data. section 3.0 section 7.2
- Generate individual predictions, then combine them with averaging, voting, weighting, or a learned meta-estimator. section 1.4 section 3.5
Homogeneous ensembles keep the base-learning algorithm fixed and vary the training data, as in bagging and random forests. Heterogeneous ensembles change the algorithm itself, using combinations such as a decision tree, SVM, and neural network. section 3.0 section 1.5
A six-model regression ensemble
For Friedman-1 regression data, train kernel ridge, support vector, decision-tree, k-nearest-neighbor, Gaussian-process, and multilayer-perceptron regressors. Predict with all six models and average their outputs. Increasing the ensemble size can improve generalization while reducing performance variation across combinations. section 1.4
Figure 1.7 Our first ensemble method ensembles the predictions of six different regression models by averaging them. This simple ensemble illustrates two key principles of ensembling: (1) model diversity, achieved in this case by using six different base machine-learning models; and (2) model aggregation, achieved in this case by simple averaging across predictions.
Visualizes how different base-learning algorithms create diverse estimators whose predictions are combined by averaging. section 1.4
