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Concept
Apprentissage ensembliste
Résumé
In statistics and machine learning, ensemble methods use multiple learning algorithms to obtain better predictive performance than could be obtained from any of the constituent learning algorithms alone.
Unlike a statistical ensemble in statistical mechanics, which is usually infinite, a machine learning ensemble consists of only a concrete finite set of alternative models, but typically allows for much more flexible structure to exist among those alternatives.
Supervised learning algorithms perform the task of searching through a hypothesis space to find a suitable hypothesis that will make good predictions with a particular problem. Even if the hypothesis space contains hypotheses that are very well-suited for a particular problem, it may be very difficult to find a good one. Ensembles combine multiple hypotheses to form a (hopefully) better hypothesis. The term ensemble is usually reserved for methods that generate multiple hypotheses using the same base learner.
The broader term of multiple classifier systems also covers hybridization of hypotheses that are not induced by the same base learner.
Evaluating the prediction of an ensemble typically requires more computation than evaluating the prediction of a single model. In one sense, ensemble learning may be thought of as a way to compensate for poor learning algorithms by performing a lot of extra computation. On the other hand, the alternative is to do a lot more learning on one non-ensemble system. An ensemble system may be more efficient at improving overall accuracy for the same increase in compute, storage, or communication resources by using that increase on two or more methods, than would have been improved by increasing resource use for a single method. Fast algorithms such as decision trees are commonly used in ensemble methods (for example, random forests), although slower algorithms can benefit from ensemble techniques as well.
By analogy, ensemble techniques have been used also in unsupervised learning scenarios, for example in consensus clustering or in anomaly detection.
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