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Adaboost for Regression - Example
Introduction AdaBoost is an ensemble model that sequentially builds new models based on the errors of the previous model to improve the predictions. The most common case is to use Decision Trees as base models. Very often the examples explained are for classification tasks. AdaBoost can, however, also be used for regression problems. This is what we will focus on in this post. This article covers the detailed calculations of a simplified example.
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AdaBoost for Classification - Example
Introduction AdaBoost is an ensemble model that is based on Boosting. The individual models are so-called weak learners, which means that they have only little predictive skill, and they are sequentially built to improve the errors of the previous one. A detailed description of the Algorithm can be found in the separate article AdaBoost - Explained. In this post, we will focus on a concrete example for a classification task and develop the final ensemble model in detail.
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AdaBoost - Explained
Introduction AdaBoost is an example of an ensemble supervised Machine Learning model. It consists of a sequential series of models, each one focussing on the errors of the previous one, trying to improve them. The most common underlying model is the Decision Tree, other models are however possible. In this post, we will introduce the algorithm of AdaBoost and have a look at a simplified example for a classification task using sklearn.
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Bias and Variance
Introduction In Machine Learning different error sources exist. Some errors cannot be avoided, for example, due to unknown variables in the system analyzed. These errors are called irreducible errors. On the other hand, reducible errors, are errors that can be reduced to improve the model’s skill. Bias and Variance are two of the latter. They are concepts used in supervised Machine Learning to evaluate the model’s output compared to the true values.
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Ensemble Models - Illustrated
Introduction In Ensemble Learning multiple Machine Learning models are combined into one single prediction to improve the predictive skill. The individual models can be of different types or the same. Ensemble learning is based on “the wisdom of the crowds”, which assumes that the expected value of multiple estimates is more accurate than a single estimate. Ensemble learning can be used for regression or classification tasks. Three main types of Ensemble Learning method are most common.
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Random Forests - Explained
Introduction A Random Forest is a supervised Machine Learning model, that is built on Decision Trees. To understand how a Random Forest works, you should be familiar with Decision Trees. You can find an introduction in the separate article Decision Trees - Explained. A major disadvantage of Decision Trees is that they tend to overfit and often have difficulties to generalize to new data. Random Forests try to overcome this weakness.
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Decision Trees for Regression - Example
Introduction A Decision Tree is a simple Machine Learning model that can be used for both regression and classification tasks. In the article Decision Trees for Classification - Example a Decision Tree for a classification problem is developed in detail. In this post, we consider a regression problem and build a Decision Tree step by step for a simplified dataset. Additionally, we use sklearn to fit a model to the data and compare the results.
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Decision Trees for Classification - Example
Introduction Decision Trees are a powerful, yet simple Machine Learning Model. An advantage of their simplicity is that we can build and understand them step by step. In this post, we are looking at a simplified example to build an entire Decision Tree by hand for a classification task. After calculating the tree, we will use the sklearn package and compare the results. To learn how to build a Decision Tree for a regression problem, please refer to the article Decision Trees for Regression - Example.
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Decision Trees - Explained
Introduction A Decision Tree is a supervised Machine Learning algorithm that can be used for both regression and classification problems. It is a non-parametric model, which means there is no specific mathematical function underlying to fit the data (in contrast to e.g. Linear Regression or Logistic Regression), but the algorithm only learns from the data itself. Decision Trees learn rules for decision making and used to be drawn manually before Machine Learning came up.
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Feature Selection Methods
Introduction Feature Selection is the process of determining the most suitable subset of the total number of available features for modeling. It helps to understand which features contribute most to the target data. This is usefull to
Improve Model Performance. Redundant and irrelevant features may be misleading for the model. Additionally, if the feature space is too large compared to the sample size. This is called the curse of dimensionality and may reduce the model’s performance.