
Fit a stacked regression model from multiple base learners.
StackedModel(
...,
control = MachineShop::settings("control"),
weights = numeric()
)
control function, function name, or object 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 {
## 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)
# }
# NOT RUN {
# }
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