Ensemble Method in Machine Learning

Ensemble method is a technique in which we take a group of the #ml models and then we combine the predictions of those models to produce optimal predictive model. Ensemble means a group.

Steps:

• Use the ensemble and make prediction

• Then calculate a loss function eg: mean squared error

• Fit a new model using the loss function

• Add this new model in ensemble

• Repeat

Types of ensemble methods:

• Voting

• Averaging

• Stacking

• Bootstrap

• Aggregating (Bagging)

• Boosting