Comments (1)
I think it would be good to add an example along those lines. Have opened this.
A Wolpert stack trains an array of models on different parts of the training data (to splice together "out-of-sample" predictions), which are then forwarded to an adjudicating model for training. So, for an example, you might take a look at this tutorial on rolling your own Stack
(or, probably less accessible, is MLJ's actual implementation of Stack
).
from mlj.jl.
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