论文标题

PYSTACKED:在Stata中堆叠概括和机器学习

pystacked: Stacking generalization and machine learning in Stata

论文作者

Ahrens, Achim, Hansen, Christian B., Schaffer, Mark E.

论文摘要

PyStacked通过Python的Scikit-Learn实施了堆积的概括(Wolpert,1992),以进行回归和二进制分类。堆叠将多个监督的机器学习者(“基础”或“ 0级学习者”)结合到一个学习者中。当前支持的基础学习者包括正规化回归,随机森林,梯度增强的树木,支撑矢量机和前馈神经网(多层感知器)。 PyStacked也可以用作“常规”机器学习程序,以适合单个基础学习者,因此为Scikit-Learn的机器学习算法提供了易于使用的API。

pystacked implements stacked generalization (Wolpert, 1992) for regression and binary classification via Python's scikit-learn. 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.

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