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Tree Ensembles, in plain language
Combine trees with bagging and boosting, evaluate out-of-sample behavior, and diagnose feature importance safely. Tree ensembles turn unstable decision trees into robust tabular models through diversity, averaging, and sequential correction.
For a small example, three independently trained trees predict 8, 10, and 15. Average their outputs and compare the variance with relying on the most extreme single tree. This is the mechanism to keep in view as the lesson becomes more technical. Before moving on, identify the input, transformation, output, and one observation that would falsify your conclusion.
Key points
- Bootstrap samples, random feature subsets, voting, and averaging.
- Bias, variance, model diversity, and correlated errors.
- Sequential residual and gradient correction.