Ensemble Methods
Ensemble methods is a machine learning technique that combines several base models in order to produce one optimal predictive model. An ensemble is itself a supervised learning algorithm, because it can be trained and then used to make predictions. Ensembles tend to yield better results when there is a significant diversity among the models. Ensemble techniques (especially bagging) tend to reduce problems related to over-fitting of the training data. Ensembling reduces variance and bias, two things that can cause big differences between predicted and actual results. Types of ensembles: 1) Bayes optimal classifier 2) Bagging 3) Boosting 4) Bayesian parameter averaging 5) Bayesian model combination 6) Bucket of models 7) Stacking 1) Bayes optimal classifier (or) Optimal Bayes classifier: The Optimal Bayes classifier chooses the class that has greatest a posteriori probability of oc...