Linked Questions

301 votes
8 answers
214k views

Bagging, boosting and stacking in machine learning

What's the similarities and differences between these 3 methods: Bagging, Boosting, Stacking? Which is the best one? And why? Can you give me an example for each?
Bucsa Lucian's user avatar
  • 3,119
57 votes
4 answers
107k views

Difference between forecast and prediction?

I was wondering what difference and relation are between forecast and prediction? Especially in time series and regression? For example, am I correct that: In time series, forecasting seems to mean ...
Tim's user avatar
  • 19.8k
49 votes
7 answers
23k views

Combining probabilities/information from different sources

Lets say I have three independent sources and each of them make predictions for the weather tomorrow. The first one says that the probability of rain tomorrow is 0, then the second one says that the ...
Biela Diela's user avatar
7 votes
4 answers
4k views

Model ensembling - averaging of probabilities

From the BatchNorm paper, section 4.2.3, (https://arxiv.org/abs/1502.03167), The ensemble prediction was based on the arithmetic average of class probabilities predicted by the constituent ...
Manoj Mohan's user avatar
7 votes
1 answer
2k views

GLMER sampling random effects

I have a model M calculated via lme4's glmer function, with random effects ("Customer ID") and fixed effects for each customer ID. My dataset is very large, so I would like to select a sample of ...
Alex R.'s user avatar
  • 14.1k
2 votes
2 answers
2k views

More Statistical Way to Average N Predictions

I've run a RandomForestRegressor (Scikit Ensemble) over N loops, each time changing the random seed and therefore changing the train test split. This way I've N sets of predictions (M predictions for ...
nEO's user avatar
  • 151
1 vote
3 answers
5k views

Classification using categorical and text data

I have dataset that has numeric, categorical, Continuous and Text data. I am using one classification model for numeric, categorical, Continuous and another for Text data. I get probabilities in both ...
Shobha Deepthi's user avatar
1 vote
1 answer
1k views

A Function to select a forecast method

I often have more than one time series to fit a model. Thanks to forecast and forecastHybrid packages they make easy to fit a ...
Econ_matrix's user avatar
2 votes
1 answer
2k views

Combining two estimates

The number of participants in a particular sport in the USA in 2014 was estimated by a research group at 3,000,000. This estimate came with a standard error. The number of hospitalizations associated ...
Peter B's user avatar
  • 23
4 votes
1 answer
515 views

Can we stack the strong learners? [duplicate]

Stacking is done with combining all the weak learners. What will happen if we do it with strong learners? A case of overfitting?
Abhinandan Srivastava's user avatar
2 votes
1 answer
600 views

Adding a vector of values to encoder output in autoencoder (keras)

I am experimenting with autoencoders for a very specific application, but cannot unfortunately go into the specific details of what I am doing yet (fingers crossed I can do so after I make some ...
Jane Sully's user avatar
  • 1,030
1 vote
1 answer
121 views

Solve Local Minima Problem through Averaging

I am using neural networks (created in R: neuralnet) to predict county-level food insecurity. I want to use Olden's connection weight approach to analyze relative ...
Nate 's user avatar
  • 29