Algorithm: Random Forest, ensemble model

Ensemble Model

For clasisfication problem the ensemble model is very effective. Such as  the situation of the Image recognition via deep learning.(black box)

For a grade system, we use the GBDT or XGBoost etc.

In engineering field, the Interpretable is very important，since we could determine the problem once we meet an issue.

 

How to build an ensemble model? Bagging and Boosting

Bagging: Random forest

Boosting: GBDT, XGBoost

We calculate the average value from all of the predictions from the models

We use the variance / standard deviation to evaluate the stability of the model

 

from the example above，we know that the model will become more stable

 

Random Forest

Bagging is a framwork for ensemble model