`sklearn.ensemble`.StackingRegressor¶

class sklearn.ensemble.StackingRegressor(estimators, final_estimator=None, *, cv=None, n_jobs=None, passthrough=False, verbose=0)[source]¶

Stack of estimators with a final regressor.

Stacked generalization consists in stacking the output of individual estimator and use a regressor to compute the final prediction. Stacking allows to use the strength of each individual estimator by using their output as input of a final estimator.

Note that estimators_ are fitted on the full X while final_estimator_ is trained using cross-validated predictions of the base estimators using cross_val_predict.

See also

StackingClassifier: Stack of estimators with a final classifier.

References

[1]

Wolpert, David H. “Stacked generalization.” Neural networks 5.2 (1992): 241-259.

Examples

>>> from sklearn.datasets import load_diabetes
>>> from sklearn.linear_model import RidgeCV
>>> from sklearn.svm import LinearSVR
>>> from sklearn.ensemble import RandomForestRegressor
>>> from sklearn.ensemble import StackingRegressor
>>> X, y = load_diabetes(return_X_y=True)
>>> estimators = [
...     ('lr', RidgeCV()),
...     ('svr', LinearSVR(random_state=42))
... ]
>>> reg = StackingRegressor(
...     estimators=estimators,
...     final_estimator=RandomForestRegressor(n_estimators=10,
...                                           random_state=42)
... )
>>> from sklearn.model_selection import train_test_split
>>> X_train, X_test, y_train, y_test = train_test_split(
...     X, y, random_state=42
... )
>>> reg.fit(X_train, y_train).score(X_test, y_test)
0.3...

Methods

`fit`(X, y[, sample_weight])	Fit the estimators.
`fit_transform`(X[, y])	Fit to data, then transform it.
`get_feature_names_out`([input_features])	Get output feature names for transformation.
`get_params`([deep])	Get the parameters of an estimator from the ensemble.
`predict`(X, **predict_params)	Predict target for X.
`score`(X, y[, sample_weight])	Return the coefficient of determination of the prediction.
`set_params`(**params)	Set the parameters of an estimator from the ensemble.
`transform`(X)	Return the predictions for X for each estimator.

fit(X, y, sample_weight=None)[source]¶

Fit the estimators.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features): Training vectors, where n_samples is the number of samples and n_features is the number of features.
yarray-like of shape (n_samples,): Target values.
sample_weightarray-like of shape (n_samples,), default=None: Sample weights. If None, then samples are equally weighted. Note that this is supported only if all underlying estimators support sample weights.

Returns:

selfobject: Returns a fitted instance.

fit_transform(X, y=None, **fit_params)[source]¶

Fit to data, then transform it.

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters:

Xarray-like of shape (n_samples, n_features): Input samples.
yarray-like of shape (n_samples,) or (n_samples, n_outputs), default=None: Target values (None for unsupervised transformations).
**fit_paramsdict: Additional fit parameters.

Returns:

X_newndarray array of shape (n_samples, n_features_new): Transformed array.

get_feature_names_out(input_features=None)[source]¶

Get output feature names for transformation.

Parameters:

input_featuresarray-like of str or None, default=None

Input features. The input feature names are only used when passthrough is True.

If input_features is None, then feature_names_in_ is used as feature names in. If feature_names_in_ is not defined, then names are generated: [x0, x1, ..., x(n_features_in_ - 1)].
If input_features is an array-like, then input_features must match feature_names_in_ if feature_names_in_ is defined.

If passthrough is False, then only the names of estimators are used to generate the output feature names.

Returns:

feature_names_outndarray of str objects: Transformed feature names.

get_params(deep=True)[source]¶

Get the parameters of an estimator from the ensemble.

Returns the parameters given in the constructor as well as the estimators contained within the estimators parameter.

Parameters:

deepbool, default=True: Setting it to True gets the various estimators and the parameters of the estimators as well.

Returns:

paramsdict: Parameter and estimator names mapped to their values or parameter names mapped to their values.

property n_features_in_¶: Number of features seen during fit.

property named_estimators¶

Dictionary to access any fitted sub-estimators by name.

Returns:

Bunch

predict(X, **predict_params)[source]¶

Predict target for X.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features): Training vectors, where n_samples is the number of samples and n_features is the number of features.
**predict_paramsdict of str -> obj: Parameters to the predict called by the final_estimator. Note that this may be used to return uncertainties from some estimators with return_std or return_cov. Be aware that it will only accounts for uncertainty in the final estimator.

Returns:

y_predndarray of shape (n_samples,) or (n_samples, n_output): Predicted targets.

score(X, y, sample_weight=None)[source]¶

Return the coefficient of determination of the prediction.

The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y_true - y_pred)** 2).sum() and \(v\) is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.

Parameters:

Xarray-like of shape (n_samples, n_features): Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.
yarray-like of shape (n_samples,) or (n_samples, n_outputs): True values for X.
sample_weightarray-like of shape (n_samples,), default=None: Sample weights.

Returns:

scorefloat: \(R^2\) of self.predict(X) wrt. y.

Notes

The \(R^2\) score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor).

set_params(**params)[source]¶

Set the parameters of an estimator from the ensemble.

Valid parameter keys can be listed with get_params(). Note that you can directly set the parameters of the estimators contained in estimators.

Parameters:

**paramskeyword arguments: Specific parameters using e.g. set_params(parameter_name=new_value). In addition, to setting the parameters of the estimator, the individual estimator of the estimators can also be set, or can be removed by setting them to ‘drop’.

Returns:

selfobject: Estimator instance.

transform(X)[source]¶

Return the predictions for X for each estimator.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features): Training vectors, where n_samples is the number of samples and n_features is the number of features.

Returns:

y_predsndarray of shape (n_samples, n_estimators): Prediction outputs for each estimator.

Examples using `sklearn.ensemble.StackingRegressor`¶

Combine predictors using stacking

sklearn.ensemble.StackingRegressor¶

Examples using sklearn.ensemble.StackingRegressor¶

`sklearn.ensemble`.StackingRegressor¶

Examples using `sklearn.ensemble.StackingRegressor`¶