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In machine learning, ensemble methods combine multiple algorithms to make a prediction. Bagging, boosting and stacking are some examples.

3 votes

How to properly do stacking/meta ensembling with cross validation

Only method 2 is valid i.e. without any leakage. When doing stacking/ensembling, the golden rule is that the meta model must be trained on a separate dataset than the dataset(s) used to train the base …
Ismael EL ATIFI's user avatar