Advanced Predictive Modeling: Mastering Ensembles and Metamodeling
1h 11mAdvanced2019-04-04
Authors

Keith McCormick
Data Miner, Trainer, Speaker, Author
Course details
Ensembles involve groups of models working together to make more accurate predictions. When creating complete deployed solutions, data scientists may also leverage passing data from one model to another or using models in combination—also known as metamodeling. These techniques are dominant among winners of modeling competitions like Kaggle as well as leading data science teams around the world. In this advanced course, you can learn how to add ensembles and metamodeling to your toolset. Instructor Keith McCormick provides a conceptual introduction that can be applied in any program: R, Python, SPSS, or SAS. He introduces the most essential ensemble algorithms and explains the basics of metamodeling. Plus, review two case studies that show how to combine supervised and unsupervised ensembles and how to route subpopulations of data to different models in a metamodeling scenario.
Learning objectives
What is an ensemble?
Types of ensembles
Measuring model accuracy
Boosting, bagging, and stacking
Visualizing bias and variance
Important and influential ensemble algorithms
Metamodeling
Learning objectives
What is an ensemble?
Types of ensembles
Measuring model accuracy
Boosting, bagging, and stacking
Visualizing bias and variance
Important and influential ensemble algorithms
Metamodeling
Skills covered
SPSSIBMData ModelingMachine LearningAdvancedArtificial Intelligence (AI)Data Science
Concepts
0. Introduction
- 01 - The most accurate machine learning models
- 02 - What you should know
1. Key Modeling Concepts
- 03 - Ensemble wins Netflix Prize
- 04 - What is an ensemble
- 05 - Types of models and modeling algorithms
- 06 - Types of ensembles
2. Understanding Model Error
- 07 - Measuring model accuracy - Value estimation
- 08 - Understanding model error - Classification
3. Simple Heterogeneous Ensembles
- 09 - Stacking
- 10 - Voting for classification
4. The Bias-Variance Tradeoff
- 11 - Error decomposition
- 12 - Visualizing bias and variance
- 13 - Curse of dimensionality
- 14 - Is Occam's Razor always true
5. Ensemble Algorithms Fundamentals
- 15 - What is Bootstrap aggregating
- 16 - What is Boosting and how does it work
- 17 - Gradient boosting demo
6. Important Ensemble Algorithms
- 18 - Random forest
- 19 - Model search by bumping
- 20 - AdaBoost, XGBoost, Light GBM, CatBoost
- 21 - Super Learner, Subsemble, StackNet
- 22 - What are people working on now
7. Ensemble and Meta-Modeling Case Studies
- 23 - Combining supervised and unsupervised
- 24 - Routing cases to different models
Conclusion
- 25 - Next steps