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pystacked: Stacking generalization and machine learning in Stata
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DOI：10.1177/1536867X231212426.png)
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摘要
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The pystacked command implements stacked generalization (Wolpert, 1992, Neural Networks 5: 241-259) for regression and binary classification via Python's scikit-learn. Stacking combines multiple supervised machine learners-the base or level-0 learners-into one learner. The currently supported base learners include regularized regression, random forest, gradient boosted trees, support vector machines, and feed-forward neural nets (multilayer perceptron). pystacked can also be used as a regular machine learning program to fit one base learner and thus provides an easy-to-use application programming interface for scikit-learn's machine learning algorithms.
Keyword:
st0731
pystacked
machine learning
stacked generalization
model averaging
Python
sci-kit learn
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2.4
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1.2K
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