Can a vector of weights be specified in param_grid
within GASearchCV (somehow)?
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The idea is to take in predictions from an arbitrary number of models, and find optimal weights that maximize the accuracy of the ensembled model.
Here's the estimator that I wrote:
Related: https://machinelearningmastery.com/weighted-average-ensemble-with-python
How would you suggest optimizing
weights
since it's a vector that can change in size based on the size of the input data?The text was updated successfully, but these errors were encountered: