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Is it possible to let users specify the final_estimator and passthrough for the ensemble, please? In practice sometimes the only meta learner can be accepted by the business is GLM. Single boosting models are OK but a boosting model of boosting models is just too complicated for the legal team and regulators. Regarding the passthrough, there is no guarantee that one way will be better than the other so perhaps it is better to let the users decide.
Is it possible to let users specify the final_estimator and passthrough for the ensemble, please? In practice sometimes the only meta learner can be accepted by the business is GLM. Single boosting models are OK but a boosting model of boosting models is just too complicated for the legal team and regulators. Regarding the passthrough, there is no guarantee that one way will be better than the other so perhaps it is better to let the users decide.
Appreciate your help!
Originally posted by @flippercy in #47 (comment)
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