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Combining two or more algorithms together

Question
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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
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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.
- Proposed as answer by Ted WayMicrosoft employee Wednesday, June 29, 2016 10:00 PM
- Marked as answer by Ted WayMicrosoft employee Thursday, June 30, 2016 5:31 PM
Wednesday, June 29, 2016 3:39 PM
All replies
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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.
- Proposed as answer by Ted WayMicrosoft employee Wednesday, June 29, 2016 10:00 PM
- Marked as answer by Ted WayMicrosoft employee Thursday, June 30, 2016 5:31 PM
Wednesday, June 29, 2016 3:39 PM -
You can also use Apply Math for voting, Bagging and weighted sumThursday, June 30, 2016 6:16 AM