Nikhil Gopal ngopal
ngopal
/ stacking_example.py
Created
February 24, 2018 22:20
— forked from geffy/stacking_example.py
Stacking example
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| # -*- coding: utf-8 -*- | |
| """ | |
| Created on Mon Sep 23 23:16:44 2017 | |
| @author: Marios Michailidis | |
| This is an example that performs stacking to improve mean squared error | |
| This examples uses 2 bases learners (a linear regression and a random forest) | |
| and linear regression (again) as a meta learner to achieve the best score. | |
| The initial train data are split in 2 halves to commence the stacking. |