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What is ensemble averaging?

by Stephen M. Walker II, Co-Founder / CEO

What is Ensemble Averaging?

Ensemble averaging is a machine learning technique where multiple predictive models are combined to improve the overall performance and accuracy of predictions. This approach is based on the principle that a group of models, often referred to as an ensemble, can achieve better results than any single model operating alone.

Why Ensemble Averaging Works

The effectiveness of ensemble averaging is rooted in the bias-variance trade-off. Individual models may have high variance, meaning they overfit the training data and do not generalize well to unseen data. Alternatively, they may have high bias, meaning they are too simplistic and cannot capture the underlying patterns in the data. Ensemble averaging aims to balance this by reducing variance without increasing bias.

How Ensemble Averaging is Implemented

The process typically involves the following steps:

  1. Generate multiple models, known as experts, with different initial parameters or learning algorithms.
  2. Train each model separately on the data.
  3. Combine the outputs of the models. This can be done by averaging their predictions in the case of regression, or by voting in the case of classification.

Variants of Ensemble Averaging

  • Simple Averaging — Each model contributes equally to the final prediction.
  • Weighted Averaging — Models contribute to the final prediction based on their performance, with better-performing models having more weight.

Benefits of Ensemble Averaging

  • Improved Accuracy — By combining multiple models, the ensemble often achieves higher accuracy than individual models.
  • Reduced Overfitting — The ensemble can generalize better to new data, reducing the risk of overfitting.
  • Computational Efficiency — Ensemble methods can be computationally efficient, especially when models are trained in parallel.

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