ABSTRACT
This chapter outlines a few books on the topic of ensembles. The latter have many names and synonyms, such as forecast aggregation, model averaging, mixture of experts or prediction combination. The first four references are monographs, while the last two are compilations of contributions: Zhou: a very didactic book that covers the main ideas of ensembles; Schapire and Freund: the main reference for boosting with many theoretical results and thus strong mathematical groundings; Seni and Elder: an introduction dedicated to tree methods mainly. The chapter covers the basic ideas and concepts behind the notion of ensembles. It underlines that several ensemble methods have already been mentioned and covered earlier. Mechanically, if several models are highly correlated, the constraint will impose that only one of them will have a nonzero weight.
