Ensemble Learning for Regression

The concept of ensemble learning has its origins in research from the late 1980s/early 1990s into combining a number of artificial neural networks (ANNs) models for regression tasks. Ensemble learning is now a widely deployed and researched topic within the area of machine learning and data mining. Ensemble learning, as a general definition, refers to the concept of being able to apply more than one learning model to a particular machine learning problem using some method of integration. The desired goal of course is that the ensemble as a unit will outperform any of its individual members for the given learning task. Ensemble learning has been extended to cover other learning tasks such as classification (refer to Kuncheva, 2004 for a detailed overview of this area), online learning (Fern & Givan, 2003) and clustering (Strehl & Ghosh, 2003). The focus of this article is to review ensemble learning with respect to regression, where by regression, we refer to the supervised learning task of creating a model that relates a continuous output variable to a vector of input variables.