StackedModel {MachineShop} | R Documentation |
Fit a stacked regression model from multiple base learners.
StackedModel(..., control = MachineShop::settings("control"), weights = NULL)
... |
model functions, function names, calls, or vector of these to serve as base learners. |
control |
control function, function name, or call defining the resampling method to be employed for the estimation of base learner weights. |
weights |
optional fixed base learner weights. |
factor
, numeric
, ordered
,
Surv
StackedModel
class object that inherits from MLModel
.
Breiman, L. (1996) Stacked Regression. Machine Learning, 24, 49–64.
## Requires prior installation of suggested packages gbm and glmnet to run model <- StackedModel(GBMModel, SVMRadialModel, GLMNetModel(lambda = 0.01)) model_fit <- fit(sale_amount ~ ., data = ICHomes, model = model) predict(model_fit, newdata = ICHomes)