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Combining two or more algorithms together RRS feed

  • Question

  • Hi

    I was wondering if there was a possibility to combine two algorithms together, would we need to use a python script or is an inbuilt way of doing is?

    Thanks in advance for your help!

    Monday, June 27, 2016 10:15 PM

Answers

  • There is not a built-in method to do ensembles in Azure ML. But there is a few things you can do.

    As mentioned in another reply; you can do Stacking: Basically you select the "Scored Probabilities" of your base models (the ones you want to combine) and use them as inputs for another Model (called a super-learner) 

    https://gallery.cortanaintelligence.com/Experiment/Building-Ensemble-of-Classifiers-using-Stacking-2

    For another ensembles methods such as Voting, Bagging, weighted sum, etc. You can do them in a Python/R script.

    Wednesday, June 29, 2016 3:39 PM

All replies

  • Could you please provide an example of your use case, which algorithms you would want to combine, and what you want to accomplish (e.g. higher accuracy, etc.)?

    Ted Way [MSFT], Program Manager, Microsoft Azure Machine Learning

    Tuesday, June 28, 2016 6:02 PM
  • I would to achieve higher accuracy, for classification algorithms

    Tuesday, June 28, 2016 11:10 PM
  • here is a good example using Ensemble with Stacking:

    https://gallery.cortanaintelligence.com/Experiment/Building-Ensemble-of-Classifiers-using-Stacking-2

    Yes, you generally will resort to R/Python to produce the winning prediction based whatever criteria you decide on.

    Wednesday, June 29, 2016 2:03 PM
  • There is not a built-in method to do ensembles in Azure ML. But there is a few things you can do.

    As mentioned in another reply; you can do Stacking: Basically you select the "Scored Probabilities" of your base models (the ones you want to combine) and use them as inputs for another Model (called a super-learner) 

    https://gallery.cortanaintelligence.com/Experiment/Building-Ensemble-of-Classifiers-using-Stacking-2

    For another ensembles methods such as Voting, Bagging, weighted sum, etc. You can do them in a Python/R script.

    Wednesday, June 29, 2016 3:39 PM
  • You can also use Apply Math for voting, Bagging and weighted sum
    Thursday, June 30, 2016 6:16 AM