[Python] mlxtend

mlxtend: http://rasbt.github.io/mlxtend/

StackingCVRegressor: http://rasbt.github.io/mlxtend/user_guide/regressor/StackingCVRegressor/

---

Example (Improvement of https://www.kaggle.com/serigne/stacked-regressions-top-4-on-leaderboard):


1. Add new feature: Age of the house

• all_data['HouseAge'] = 2012 - all_data['YearBuilt']
• all_data['HouseAge'] = 2011 - all_data['YearBuilt']

According to the age of this paper: https://ww2.amstat.org/publications/jse/v19n3/decock.pdf, we choose 2011 (or 2012) as the base year.


2. Replace the implementation of StackingAveragedModels

• from mlxtend.regressor import StackingCVRegressor
• stacking_regressor = StackingCVRegressor(regressors=(ENet, GBoost, KRR), meta_regressor=lasso)

Results: 0.11300