Ensemble Learning
Ensemble Learning#
Let’s start with a game.
Exercise
In groups of 4 people, start by guessing individually, then collect your answers on the following questions:
Regression:
Classification:
Which fundamental interaction is the strongest:
Electromagnetism, Weak Force, Strong Force or Gravity?
A question of your choice
For the regression, compute the average of your numerical guesses.
For the classification, count your votes and pick the class collecting most votes.
Notice anything? Keep your team’s results: we’ll collect them across the class and see what emerges.
We attribute to Aristotle the old adage “the whole is greater than the sum of its parts.” The exercise above is an example of the so-called “wisdom of the crowd,” where the collective brings a better answer than the individual guesses. Such a technique of getting a prediction from aggregating a collection of predictors is called Ensemble Learning. We will see its formal definition in the next section.