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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 function, function name, or call defining the resampling method to be employed for the estimation of base learner weights.
optional fixed base learner weights.
StackedModel
class object that inherits from MLModel
.
factor
, numeric
, ordered
,
Surv
Breiman, L. (1996) Stacked Regression. Machine Learning, 24, 49--64.
# NOT RUN {
model <- StackedModel(GBMModel, SVMRadialModel, GLMNetModel(lambda = 0.01))
model_fit <- fit(sale_amount ~ ., data = ICHomes, model = model)
predict(model_fit, newdata = ICHomes)
# }
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