How does predict with ensemble regression works?

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Tania 2014-8-13

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评论： Machine Learning 2015-2-10

This might be a silly question...iam using bagging with regression trees. I built for instance 10 different trees, then I average them. when I then use predict to predict my y value, how does it work? does it somehow average the fitted y values?!

thanks for your help!!

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Answer 1

Shashank Prasanna 2014-8-13

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编辑：Shashank Prasanna 2014-8-13

For classification the output of the ensemble is the class that gets majority vote from all the learners. For regression the results are averaged.

http://www.mathworks.com/help/stats/ensemble-methods.html#bsw8at7

http://en.wikipedia.org/wiki/Bootstrap_aggregating

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Tania 2014-8-14

So for instance, if i have 10 observations and I built 5 different trees. i take all their predicted y values of the different trees and average them,yes?

Machine Learning 2015-2-10