Ensemble learning is concerned with approaches that combine predictions from two or more models.
We can characterize a model as an ensemble learning technique if it has two properties, such as:
- Comprising two or more models.
- Predictions are combined.
We might also suggest that the goal of an ensemble model is to improve predictions over any contributing member. Although a lesser goal might be to improve the stability of the model, e.g. reduce the variance in the predictions or prediction errors.
Nevertheless, there are models and model architectures that contain elements of ensemble learning methods, but it is not clear as to whether they may be considered ensemble learning or not.
For example, we might define an ensemble learning technique as being composed of two or more models. The problem is that there may be techniques that have more than two models, yet do not combine their predictions. Alternatively, they may combine their predictions in unexpected ways. For a lack of a better name, we will refer to these as “ multiple-model techniques ” to help differentiate them from ensemble learning methods. Yet, as we will see, the line that separates these two types of machine learning methods is not that clear.
- Multiple-Model Techniques : Machine learning algorithms that are composed of multiple models and combine the techniques but might not be considered ensemble learning.
As such, it is important to review and explore multiple-model techniques that sit on the border of ensemble learning to both better understand ensemble learning and to draw upon related ideas that may improve the ensemble learning models we create.
There are predictive modeling problems where the structure of the problem itself may suggest the use of multiple models.
Typically, these are problems that can be divided naturally into sub-problems. This does not mean that dividing the problems into subproblems is the best solution for a given example; it only means that the problem naturally lends itself to decomposition.
Two examples are multi-class classification and multiple-output regression.