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Ensemble methods are well established as an algorithmic cornerstone in machine learning (ML). Just as in real life, in ML a committee of experts will often perform better than an individual provided appropriate care is taken in constituting the committee. Since the earliest days of ML research, a variety of ensemble strategies have been developed with random forests and gradient boosting emerging as leading-edge methods in classification today. It has been recognised since the early days of ML research that ensembles of classifiers can be more accurate than individual models. In ML, ensembles are effectively committees that aggregate the predictions of individual classifiers. They are effective for very much the same reasons a committee of experts works in human decision making, they can bring different expertise to bear and the averaging effect can reduce errors. This article presents a tutorial on the main ensemble methods in use in ML with links to Python notebooks and datasets illustrating these methods in action. The objective is to help practitioners get started with ML ensembles and to provide an insight into when and why ensembles are effective. There have been a lot of developments since then and the ensemble idea is still to the forefront in ML applications. For example, random forests [2] and gradient boosting [7] would be considered among the most powerful methods available to ML practitioners today. The generic ensemble idea is presented in Figure 1. All ensembles are made up of a collection of base classifiers, also known as members or estimators.

Despite their high predictive performance, random forest and gradient boosting are often considered as black boxes or uninterpretable models which has raised concerns from practitioners and regulators. As an alternative, we propose in this paper to use partial linear models that are inherently interpretable. Specifically, this article introduces GAM-lasso (GAMLA) and GAM-autometrics (GAMA), denoted as GAM(L)A in short. GAM(L)A combines parametric and non-parametric functions to accurately capture linearities and non-linearities prevailing between dependent and explanatory variables, and a variable selection procedure to control for overfitting issues. Estimation relies on a two-step procedure building upon the double residual method. We illustrate the predictive performance and interpretability of GAM(L)A on a regression and a classification problem. The results show that GAM(L)A outperforms parametric models augmented by quadratic, cubic and interaction effects. Moreover, the results also suggest that the performance of GAM(L)A is not significantly different from that of random forest and gradient boosting.

Local explanations of learning-to-rank (LTR) models are thought to extract the most important features that contribute to the ranking predicted by the LTR model for a single data point. Evaluating the accuracy of such explanations is challenging since the ground truth feature importance scores are not available for most modern LTR models. In this work, we propose a systematic evaluation technique for explanations of LTR models. Instead of using black-box models, such as neural networks, we propose to focus on tree-based LTR models, from which we can extract the ground truth feature importance scores using decision paths. Once extracted, we can directly compare the ground truth feature importance scores to the feature importance scores generated with explanation techniques. We compare two recently proposed explanation techniques for LTR models when using decision trees and gradient boosting models on the MQ2008 dataset. We show that the explanation accuracy in these techniques can largely vary depending on the explained model and even which data point is explained.

Most representative decision tree ensemble methods have been used to examine the variable importance of Treasury term spreads to predict US economic recessions with a balance of generating rules for US economic recession detection. A strategy is proposed for training the classifiers with Treasury term spreads data and the results are compared in order to select the best model for interpretability. We also discuss the use of SHapley Additive exPlanations (SHAP) framework to understand US recession forecasts by analyzing feature importance. Consistently with the existing literature we find the most relevant Treasury term spreads for predicting US economic recession and a methodology for detecting relevant rules for economic recession detection. In this case, the most relevant term spread found is 3 month to 6 month, which is proposed to be monitored by economic authorities. Finally, the methodology detected rules with high lift on predicting economic recession that can be used by these entities for this propose. This latter result stands in contrast to a growing body of literature demonstrating that machine learning methods are useful for interpretation comparing many alternative algorithms and we discuss the interpretation for our result and propose further research lines aligned with this work.

Machine learning models developed to predict energy properties of torrefied biomass. Collaborative game theory adopted to aid interpretability of key variables in torrefaction. Gradient boosting offered the highest prediction accuracy with 22-feature input. Novel framework to explain local and global effects of each feature on torrefaction. Torrefaction is a treatment process for converting biomass to high-quality solid fuels.

Purpose: To explore the potential of Explainable Machine Learning in the prediction and detection of drivers of cleared homicides at the national- and state-levels in the United States. Methods: First, nine algorithmic approaches are compared to assess the best performance in predicting cleared homicides country-wise, using data from the Murder Accountability Project. The most accurate algorithm among all (XGBoost) is then used for predicting clearance outcomes state-wise. Second, SHAP, a framework for Explainable Artificial Intelligence, is employed to capture the most important features in explaining clearance patterns both at the national and state levels. Results: At the national level, XGBoost demonstrates to achieve the best performance overall. Substantial predictive variability is detected state-wise. In terms of explainability, SHAP highlights the relevance of several features in consistently predicting investigation outcomes. These include homicide circumstances, weapons, victims' sex and race, as well as number of involved offenders and victims. Conclusions: Explainable Machine Learning demonstrates to be a helpful framework for predicting homicide clearance. SHAP outcomes suggest a more organic integration of the two theoretical perspectives emerged in the literature. Furthermore, jurisdictional heterogeneity highlights the importance of developing ad hoc state-level strategies to improve police performance in clearing homicides.

Random forest is widely exploited as an ensemble learning method. In many practical applications, however, there is still a significant challenge to learn from imbalanced data. To alleviate this limitation, we propose a deep dynamic boosted forest (DDBF), a novel ensemble algorithm that incorporates the notion of hard example mining into random forest. Specifically, we propose to measure the quality of each leaf node of every decision tree in the random forest to determine hard examples. By iteratively training and then removing easy examples from training data, we evolve the random forest to focus on hard examples dynamically so as to balance the proportion of samples and learn decision boundaries better. Data can be cascaded through these random forests learned in each iteration in sequence to generate more accurate predictions. Our DDBF outperforms random forest on 5 UCI datasets, MNIST and SATIMAGE, and achieved state-of-the-art results compared to other deep models. Moreover, we show that DDBF is also a new way of sampling and can be very useful and efficient when learning from imbalanced data.

A few weeks ago, I wrote an article demonstrating random forest classification models. In this article, we will demonstrate the regression case of random forest using sklearn's RandomForrestRegressor() model. Similarly to my last article, I will begin this article by highlighting some definitions and terms relating to and comprising the backbone of the random forest machine learning. The goal of this article is to describe the random forest model, and demonstrate how it can be applied using the sklearn package. Our goal will not be to solve for the most optimal solution as this is just a basic guide.

Renewable energy sources are of great interest to combat global warming, yet promising sources like photovoltaic (PV) cells are not efficient and cheap enough to act as an alternative to traditional energy sources. Perovskite has high potential as a PV material but engineering the right material for a specific application is often a lengthy process. In this paper, ABO3 type perovskites' formability is predicted and its crystal structure is classified using machine learning with high accuracy, which provides a fast screening process. Although the study was done with solar-cell application in mind, the prediction framework is generic enough to be used for other purposes. Formability of perovskite is predicted and its crystal structure is classified with an accuracy of 98.57% and 90.53% respectively using Random Forest after 5-fold cross-validation. Our machine learning model may aid in the accelerated development of a desired perovskite structure by providing a quick mechanism to get insight into the material's properties in advance.