Stacked generalization is a general method of using a high-level model to combine lower-level models to achieve greater predictive accuracy. In this paper we address two crucial issues which have been considered to be a `black art' in classification tasks ever since the introduction of stacked generalization in 1992 by Wolpert: the type of generalizer that is suitable to derive the higher-level model, and the kind of attributes that should be used as its input. We find that best results are obtained when the higher-level model combines the confidence (and not just the predictions) of the lower-level ones. We demonstrate the effectiveness of stacked generalization for combining three different types of learning algorithms for classification tasks. We also compare the performance of stacked generalization with majority vote and published results of arcing and bagging.
We propose a novel stacked generalization (stacking) method as a dynamic ensemble technique using a pool of heterogeneous classifiers for node label classification on networks. The proposed method assigns component models a set of functional coefficients, which can vary smoothly with certain topological features of a node. Compared to the traditional stacking model, the proposed method can dynamically adjust the weights of individual models as we move across the graph and provide a more versatile and significantly more accurate stacking model for label prediction on a network. We demonstrate the benefits of the proposed model using both a simulation study and real data analysis.
Predicting the direction of assets have been an active area of study and a difficult task. Machine learning models have been used to build robust models to model the above task. Ensemble methods is one of them showing results better than a single supervised method. In this paper, we have used generative and discriminative classifiers to create the stack, particularly 3 generative and 9 discriminative classifiers and optimized over one-layer Neural Network to model the direction of price cryptocurrencies. Features used are technical indicators used are not limited to trend, momentum, volume, volatility indicators, and sentiment analysis has also been used to gain useful insight combined with the above features. For Cross-validation, Purged Walk forward cross-validation has been used. In terms of accuracy, we have done a comparative analysis of the performance of Ensemble method with Stacking and Ensemble method with blending. We have also developed a methodology for combined features importance for the stacked model. Important indicators are also identified based on feature importance.
Model ensembling is a very powerful technique to increase accuracy on a variety of ML tasks. In this article I will share my ensembling approaches for Kaggle Competitions. For the first part we look at creating ensembles from submission files. The second part will look at creating ensembles through stacked generalization/blending. I answer why ensembling reduces the generalization error. Finally I show different methods of ensembling, together with their results and code to try it out for yourself. This is how you win ML competitions: you take other peoples' work and ensemble them together." The most basic and convenient way to ensemble is to ensemble Kaggle submission CSV files. You only need the predictions on the test set for these methods -- no need to retrain a model. This makes it a quick way to ensemble already existing model predictions, ideal when teaming up. Let's see why model ensembling reduces error rate and why it works better to ensemble low-correlated model predictions.