Yury Babak created IGNITE-10479:
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Summary: [ML] Umbrella: Ensemble training and inference
Key: IGNITE-10479
URL: https://issues.apache.org/jira/browse/IGNITE-10479
Project: Ignite
Issue Type: New Feature
Components: ml
Reporter: Yury Babak
We want to unify API/usage of any ensembles of models.
Currently we already have only boosting and bagging and we want to implement
stacking.
Stacking is an ensemble learning technique that combines multiple
classification or regression models via a meta-classifier or a meta-regressor.
The base level models are trained based on a complete training set, then the
meta-model is trained on the outputs of the base level model as features.
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