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Library is missing Stacked Ensemble #7

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andrewdalpino opened this issue Dec 5, 2018 · 1 comment
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Library is missing Stacked Ensemble #7

andrewdalpino opened this issue Dec 5, 2018 · 1 comment
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@andrewdalpino
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andrewdalpino commented Dec 5, 2018

Out of the 4 major ensemble methods (boosting, bagging, voting, and stacking), Rubix only implements 3. Stacking is similar to a voting committee, however the influences are learned by a separate learner such as Linear or Logistic Regression. The Rubix architecture allows for a Meta Estimator implementation such that the notion of a Model Orchestra can be generalized to classification and regression. As stacking has been shown in data competitions to be crucial for the best possible accuracy scores, the benefit to Rubix engineers will be high.

The general idea is we have an orchestra of estimators that each become the input features to a final estimator (conductor) that makes the final prediction. Since the Rubix architecture allows for the concept of a Meta Estimator, the implementation would be general to both classifiers and regressors.

@andrewdalpino andrewdalpino added the enhancement New feature or request label Dec 5, 2018
@andrewdalpino andrewdalpino self-assigned this Dec 5, 2018
@andrewdalpino andrewdalpino added this to Backlog in Roadmap via automation Dec 5, 2018
@andrewdalpino andrewdalpino moved this from Backlog to In progress in Roadmap Dec 5, 2018
@andrewdalpino andrewdalpino moved this from In progress to Completed in Roadmap Dec 6, 2018
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Implemented as Model Orchestra meta estimator

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