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Ability to use more meta-learner models for stacked ensembles

Open dsherry opened this issue 4 years ago • 3 comments

We currently use logistic reg for classification and linear reg for regression. I bet lasso would perform better!

dsherry avatar Jan 26 '21 17:01 dsherry

FWIW, the default for scikit-learn is RidgeCV (https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.StackingRegressor.html); I had gone with the linear regressor since we don't have an impl of this in EvalML yet!

angela97lin avatar Jan 26 '21 22:01 angela97lin

Note @angela97lin did some testing of this for #2093. It looked promising.

dsherry avatar Apr 29 '21 18:04 dsherry

Based on https://github.com/alteryx/evalml/pull/2660, I think we should use ElasticNet as the meta-learner for ensembles.

FYI @christopherbunn

freddyaboulton avatar Aug 23 '21 20:08 freddyaboulton