pystacked: Stacking generalization and machine learning in Stata

08/23/2022

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by   Achim Ahrens, et al.

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pystacked implements stacked generalization (Wolpert, 1992) for regression and binary classification via Python's scikit-lear. Stacking combines multiple supervised machine learners – the "base" or "level-0" learners – into a single learner. The currently supported base learners include regularized regression, random forest, gradient boosted trees, support vector machines, and feed-forward neural nets (multi-layer perceptron). pystacked can also be used with as a `regular' machine learning program to fit a single base learner and, thus, provides an easy-to-use API for scikit-learn's machine learning algorithms.