Ensemble averaging (machine learning)

In machine learning, ensemble averaging is the process of creating multiple models (typically artificial neural networks) and combining them to produce a desired output, as opposed to creating just one model. Ensembles of models often outperform individual models, as the various errors of the ensemble constituents "average out".

Overview

Ensemble averaging is one of the simplest types of committee machines. Along with boosting, it is one of the two major types of static committee machines. In contrast to standard neural network design, in which many networks are generated but only one is kept, ensemble averaging keeps the less satisfactory networks, but with less weight assigned to their outputs. The theory of ensemble averaging relies on two properties of artificial neural networks:

In any network, the bias can be reduced at the cost of increased variance

In a group of networks, the variance can be reduced at no cost to the bias.

This is known as the bias–variance tradeoff. Ensemble averaging creates a group of networks, each with low bias and high variance, and combines them to form a new network which should theoretically exhibit low bias and low variance. Hence, this can be thought of as a resolution of the bias–variance tradeoff. The idea of combining experts can be traced back to Pierre-Simon Laplace.