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Predictive Analytics using Rattle and Qlik Sense

Predictive Analytics using Rattle and Qlik Sense

By : Ferran Garcia Pagans, Fernando G Pagans
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Predictive Analytics using Rattle and Qlik Sense

Predictive Analytics using Rattle and Qlik Sense

4 (5)
By: Ferran Garcia Pagans, Fernando G Pagans

Overview of this book

If you are a business analyst who wants to understand how to improve your data analysis and how to apply predictive analytics, then this book is ideal for you. This book assumes you have some basic knowledge of statistics and a spreadsheet editor such as Excel, but knowledge of QlikView is not required.
Table of Contents (11 chapters)
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10
Index

Ensemble classifiers


Thomas G Dietterich defines Ensemble methods as follows:

"Ensemble methods are learning algorithms that construct a set of classifiers and then classify new data points by taking a (weighted) vote of their prediction."

You can get more information from http://web.engr.oregonstate.edu/~tgd/publications/mcs-ensembles.pdf.

Ensemble methods create a set of weak classifiers and combine them into a strong classifier. A weak classifier is a classifier that performs slightly better than a classifier that randomly guesses the prediction. Rattle offers two types of ensemble models: Random Forest and Boosting.

Boosting

Boosting is an ensemble method, so it creates a set of different classifiers. Imagine that you have m classifiers, we can define a classifier x as:

When we need to evaluate a new observation, we can calculate the average of all m tree's predictions using the following formula:

We can improve this evaluation by adding a weight to each tree, as shown here in this formula...

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