Зміст курсу

Ensemble Learning

1. Basic Principles of Building Ensemble Models

What is Ensemble of Models?Bagging Models Boosting Models Stacking Models

2. Commonly Used Bagging Models

Bagging Classifier Challenge: Solving Task Using Bagging Classifier Bagging Regressor Challenge: Solving Task Using Bagging Regressor Random Forest Challenge: Determining Feature Importances Using Random Forest ExtraTrees

3. Commonly Used Boosting Models

AdaBoost Classifier Challenge: Solving Task Using AdaBoost Classifier Challenge: Solving Task Using AdaBoost Regressor Gradient Boosting XGBoost Challenge: Solving Task Using XGBoost

4. Commonly Used Stacking Models

Stacking Classifier Challenge: Solving Task Using Stacking Classifier Challenge: Solving Task Using Stacking Regressor Using Ensembles As Base Models Course Summary

ExtraTrees

Extra Trees, short for Extremely Randomized Trees, is a bagging ensemble learning technique that builds upon the concept of decision trees to create a more robust and diverse model.

How does ExtraTrees algorithm work?

It is a variation of the Random Forest algorithm but introduces even more randomness into the tree-building process:

The extra trees algorithm, like the random forests algorithm, creates many decision trees, but the sampling for each tree is random, without replacement;
A specific number of features from the total set of features is also selected randomly for each tree;
Extra trees' most important and unique characteristic is the random selection of a splitting value for a feature. Instead of calculating a locally optimal value using Gini or entropy to split the data, the algorithm randomly selects a split value. This makes the trees diversified and uncorrelated.
Note
We can also use .feature_importances_ attribute to measure the features' impact on the model's result.

Example

We can use ExtraTrees in Python just like Random Forest using the ExtraTreesClassifier or ExtraTreesRegressor classes:


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# Import necessary libraries
from sklearn.model_selection import train_test_split
from sklearn.ensemble import ExtraTreesRegressor
from sklearn.metrics import mean_squared_error
import numpy as np

# Generate example data with a more complex relationship
np.random.seed(42)
X = np.random.rand(100, 2)  # 100 samples with 2 features
y = 3*X[:, 0]**2 + 5*X[:, 1]**3 + np.random.normal(0, 2, 100)  # Complex relationship with noise

# Split the data into training and testing sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)

# Create and train the ExtraTreesRegressor
regressor = ExtraTreesRegressor(n_estimators=100, random_state=42)
regressor.fit(X_train, y_train)

# Make predictions
y_pred = regressor.predict(X_test)

# Calculate Mean Squared Error (MSE) as the evaluation metric
mse = mean_squared_error(y_test, y_pred)
print(f'Mean Squared Error: {mse:.4f}')

# Get feature importances
feature_importances = regressor.feature_importances_

# Print feature importances
print('Feature Importances:')
for feature, importance in enumerate(feature_importances):
    print(f'Feature {feature}: {importance:.4f}')

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