Day 18 - Advanced Ensemble techniques - Stacking
By Jerin Lalichan Advanced Ensemble techniques Here are the advanced methods in Ensemble techniques: 1. Stacking This technique uses prediction from different models (eg. Decision tree, SVM, KNN, etc.) to form a new model. This model is used for making predictions on the test set. The concept used here is that each model can learn different parts of the problem but not the whole problem. So, you can build multiple different learners and you use them to build an intermediate prediction, one prediction for each learned model. Then you add a new model which learns from the intermediate predictions of the same target. Steps: We split the training data into K-folds like in cross-validation. A base model is fitted on the K-1 parts and predictions are made for Kth part. We do this for each part of the training data. The base model is then fitted on the whole train data set to calculate its performance on the test set....