Chapter 7 Ensemble Learning

1. If you have trained five different models on the exact same training data, and they all achieve 95% precision, is there any chance that you can combine these models to get better results? If so, how? If not, why?
   It works better if the models are very different (e.g., an SVM classifier, a Decision Tree classifier, a Logistic Regression classifier, and so on). It is even better if they are trained on different training instances (that’s the whole point of bagging and pasting ensembles), but if not it will still work as long as the models are very different.
2. What is the difference between hard and soft voting classifiers?
   A hard voting classifier just counts the votes of each classifier in the ensemble and picks the class that gets the most votes. A soft voting classifier computes the average estimated class probability for each class and picks the class with the highest probability. This gives high-confidence votes more weight and often performs better, but it works only if every classifier is able to estimate class probabilities (e.g., for the SVM classifiers in Scikit-Learn you must set probability=True).
3. Is it possible to speed up training of a bagging ensemble by distributing it across multiple servers? What about pasting ensembles, boosting ensembles, random forests, or stacking ensembles?
   It is quite possible to speed up training of a bagging ensemble by distributing it across multiple servers, since each predictor in the ensemble is independent of the others. The same goes for pasting ensembles and Random Forests, for the same reason. However, each predictor in a boosting ensemble is built based on the previous predictor, so training is necessarily sequential, and you will not gain anything by distributing training across multiple servers. Regarding stacking ensembles, all the predictors in a given layer are independent of each other, so they can be trained in parallel on multiple servers. However, the predictors in one layer can only be trained after the predictors in the previous layer have all been trained.
4. What is the benefit of out-of-bag evaluation?
   With out-of-bag evaluation, each predictor in a bagging ensemble is evaluated using instances that it was not trained on (they were held out). This makes it possible to have a fairly unbiased evaluation of the ensemble without the need for an additional validation set. Thus, you have more instances available for training, and your ensemble can perform slightly better.
5. What makes Extra-Trees more random than regular Random Forests? How can this extra randomness help? Are Extra-Trees slower or faster than regular Random Forests?
   When you are growing a tree in a Random Forest, only a random subset of the features is considered for splitting at each node. This is true as well for Extra-Trees, but they go one step further: rather than searching for the best possible thresholds, like regular Decision Trees do, they use random thresholds for each feature. This extra randomness acts like a form of regularization: if a Random Forest overfits the training data, Extra-Trees might perform better. Moreover, since Extra-Trees don’t search for the best possible thresholds, they are much faster to train than Random Forests. However, they are neither faster nor slower than Random Forests when making predictions.
6. If your AdaBoost ensemble underfits the training data, what hyperparameters should you tweak and how?
   If your AdaBoost ensemble underfits the training data, you can try increasing the number of estimators or reducing the regularization hyperparameters of the base estimator. You may also try slightly increasing the learning rate.
7. If your Gradient Boosting ensemble overfits the training set, should you increase or decrease the learning rate?
   If your Gradient Boosting ensemble overfits the training set, you should try decreasing the learning rate. You could also use early stopping to find the right number of predictors (you probably have too many).

Chapter 8 Dimensionality Reduction

1. What are the main motivations for reducing a dataset’s dimensionality? What are the main drawbacks?
? The main motivations for dimensionality reduction are:
—To speed up a subsequent training algorithm (in some cases it may even remove noise and redundant features, making the training algorithm perform better).
—To visualize the data and gain insights on the most important features.
—Simply to save space (compression).
? The main drawbacks are:
—Some information is lost, possibly degrading the performance of subsequent
training algorithms.
—It can be computationally intensive.
—It adds some complexity to your Machine Learning pipelines.
—Transformed features are often hard to interpret.
2. What is the curse of dimensionality?
The curse of dimensionality refers to the fact that many problems that do not exist in low-dimensional space arise in high-dimensional space. In Machine Learning, one common manifestation is the fact that randomly sampled high dimensional vectors are generally very sparse, increasing the risk of overfitting and making it very difficult to identify patterns in the data without having plenty of training data.
3. Once a dataset’s dimensionality has been reduced, is it possible to reverse the operation? If so, how? If not, why?
*Once a dataset’s dimensionality has been reduced using one of the algorithms we discussed, it is almost always impossible to perfectly reverse the operation, because some information gets lost during dimensionality reduction. Moreover, while some algorithms (such as PCA) have a simple reverse transformation procedure that can reconstruct a dataset relatively similar to the original, other algorithms (such as T-SNE) do not.
4. Can PCA be used to reduce the dimensionality of a highly nonlinear dataset?
PCA can be used to significantly reduce the dimensionality of most datasets, even if they are highly nonlinear, because it can at least get rid of useless dimensions. However, if there are no useless dimensions—for example, the Swiss roll—then reducing dimensionality with PCA will lose too much information. You want to unroll the Swiss roll, not squash it.
5. Suppose you perform PCA on a 1,000-dimensional dataset, setting the explained variance ratio to 95%. How many dimensions will the resulting dataset have?
That’s a trick question: it depends on the dataset. Let’s look at two extreme examples. First, suppose the dataset is composed of points that are almost perfectly aligned. In this case, PCA can reduce the dataset down to just one dimension while still preserving 95% of the variance. Now imagine that the dataset is composed of perfectly random points, scattered all around the 1,000 dimensions. In this case all 1,000 dimensions are required to preserve 95% of the variance. So the answer is, it depends on the dataset, and it could be any number between 1 and 1,000. Plotting the explained variance as a function of the number of dimensions is one way to get a rough idea of the dataset’s intrinsic dimensionality.
6. In what cases would you use vanilla PCA, Incremental PCA, Randomized PCA, or Kernel PCA?
Regular PCA is the default, but it works only if the dataset fits in memory. Incremental PCA is useful for large datasets that don’t fit in memory, but it is slower than regular PCA, so if the dataset fits in memory you should prefer regular PCA. Incremental PCA is also useful for online tasks, when you need to apply PCA on the fly, every time a new instance arrives. Randomized PCA is useful when you want to considerably reduce dimensionality and the dataset fits in memory; in this case, it is much faster than regular PCA. Finally, Kernel PCA is useful for nonlinear datasets.
7. How can you evaluate the performance of a dimensionality reduction algorithm on your dataset?
Intuitively, a dimensionality reduction algorithm performs well if it eliminates a lot of dimensions from the dataset without losing too much information. One way to measure this is to apply the reverse transformation and measure the reconstruction error. However, not all dimensionality reduction algorithms provide a reverse transformation. Alternatively, if you are using dimensionality reduction as a preprocessing step before another Machine Learning algorithm (e.g., a Random Forest classifier), then you can simply measure the performance of that second algorithm; if dimensionality reduction did not lose too much information, then the algorithm should perform just as well as when using the original dataset.
8. Does it make any sense to chain two different dimensionality reduction algorithms?
It can absolutely make sense to chain two different dimensionality reduction algorithms. A common example is using PCA to quickly get rid of a large number of useless dimensions, then applying another much slower dimensionality reduction algorithm, such as LLE. This two-step approach will likely yield the same performance as using LLE only, but in a fraction of the time.