Random Forests SVM
Bagged classier using decision trees: 1) Each split only considers a random group of features 2) Tree is grown to maximum size without pruning 3) Final predictions obtained by aggregating over the B trees Out of Bags(OOB) samples: From each observation, construct its random forest predictor by averaging only those trees corresponding to bootstrap samples in which observation does not appear OOB error estimates can be fit in one sequence Once OOB stabilizes, training can be stopped OOB can also be used for variable importance Ensembles and Multi-Learners Goal: use multiple learners to solve parts of the same problem Ensembles: competing learners with multiple looks at the same problem SVM: Support Vector Machine(SVM) Find large margin separator to improve generalization Use optimization to find solution with few errors Use kernel trick to make large feature spaces computationally efficient Chose the linear separator ...