How to Use Stacking to Choose the Best Possible Algorithm?

This article was published as a part of the Data Science Blogathon. Every time you stumble upon a huge volume of data with thousands of features, you will be wondering what would be the best algorithm to get accurate predictions on this data, and whether to use all the features or reduce the feature space. Through this blog, I will take you through the steps in finding the good features through lasso regression and getting the right algorithm through a technique called stacking. Stacking refers to a method of joining the machine learning models, similar to arranging a stack of plates at a restaurant. It combines the output of many models.