search

kaz-Anova / StackNet

StackNet is a computational, scalable and analytical Meta modelling framework
MIT License
1.32k stars 344 forks source link

Any suggestion on merging your StackNet result with results from others on Zillow? #35

Closed zilingseu closed 6 years ago

zilingseu commented 7 years ago

Thanks for sharing your code, and it helped me a lot! I wonder how you can determine the very parameters for each models when you merging them. In the example of Zillow, you chose 0.25 for your own model and 0.75 for the other, and I really want to comprehend the method you used for determining the parameters. I will appreciate it if you can teach me about this~ ^_^

kaz-Anova commented 7 years ago

I actually used Leader board feedback and this selection may not be optimum . I believe the public scripts are over-fitted and should have less weight, but for the purposes of incentivising people to use StackNet , I gave it a lower weight , aiming for higher LB results. Ideally, you need to base the logic of merging models based on your own cross validation.

zilingseu commented 7 years ago

Got it, and thanks a lot!