riemann85 / predictor_stacker

Linear Predictor Stacker aims at optimizing predictor's weights against a ML metric

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Linear Predictor Stacker

Features

Find best weights to linearly stack predictors against a metric.

Currently support regression and binary classification.

Code examples can be found here.

Software Requirements

  • Python 2.7 or >= 3.4
  • Numpy >= 1.11
  • Scipy >= 0.9
  • Scikit-learn >= 18.1 to run the examples or >= 17.1
  • Pandas

Installation

From GitHub:

git clone https://github.com/goldentom42/predictor_stacker.git
python setup.py install

About

Linear Predictor Stacker aims at optimizing predictor's weights against a ML metric

License:Apache License 2.0


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Language:Python 100.0%