12.1 Summary

This week we will introduce ensemble methods. In brief, this is a clever trick to increase the performance of the basic methods we’ve already seen by utilizing randomization and combining many models.

12.2 Learning Objectives

After completing this week, you are expected to be able to:

• Understand how using many trees (for example a random forest) can improve performance.
• Use a random forest to perform regression and classification.
• Use boosting to perform regression and classification.

12.3 Reading

12.4 Video

12.5 Assignments

12.6 Office Hours

12.7 Additional Information

• All Models Are Wrong: Bagging
• All Models Are Wrong: Random Forests