课程: Advanced Predictive Modeling: Mastering Ensembles and Metamodeling

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What are people working on now?

What are people working on now?

- [Instructor] We've just seen some of the hottest algorithms for building ensembles, some of which are really quite recent. So what are people working on now? For the last couple of years, an interesting trend has started to emerge: ensemble algorithms have gotten about as complex as they're ever going to get. Yet, there's many business applications that present a quandary. They require transparency for regulatory reasons. So we want the accuracy, but we also want the transparency. So increasingly, some researchers are starting to reject the notion that we have to sacrifice accuracy for transparency; they want them both. There's basically two strategies that they're starting to adopt. The first is after the ensemble is built, and they demonstrate that its accurate, they then try to reduce it to a simpler, more interpretable model on the backend. Another approach is to but constraints on the solution. They still build a complex model, but one that's easier to interpret. This is all…

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