集成学习Ensemble Learning
Ensemble Learning
Definition
- 周志华对集成学习的定义:Ensemble Learning
“Ensemble learning is a machine learning paradigm where multiple learners are trained to solve the same problem. In contrast to ordinary machine learning approaches which try to learn one hypothesis from training data, ensemble methods try to construct a set of hypotheses and combine them to use.”
集成学习是一种基于多个训练器的结果获得最终结果的模型。比如随机森林模型就是一种典型的集成学习的方法。在随机森林中,构建n课树,根据所有树的结果获得最终的结果。
- 集成学习是一种有监督学习(supervised learning)
Common types of ensembles
集成学习的种类很多,这里只介绍三种最常见的类型,分别为Bagging,Boosting和Stacking。很多集成学习其实是这几种方法的变形,比如随机森林算法就是一种基于bagging的机器学习算法。