Stacked ensembles -- improving model performance on a higher level
One particular problem arises at this stage. How do we know what model to choose as the meta-model? Unfortunately, there has't been any research into this area and the selection of a meta-model is more of an art than a science. In most of the papers discussing stacked models, the meta-model used is often just a simple model such as Linear Regression for regression tasks and Logistic Regression for classification tasks. One reason why more complex meta-models are often not chosen is because there is a much higher chance that the meta-model may overfit to the predictions from the base models.
Mar-26-2022, 00:18:50 GMT
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