Essence of Stacking Ensembles for Machine Learning
Stacked generalization, or stacking, may be a less popular machine learning ensemble given that it describes a framework more than a specific model.
Perhaps the reason it has been less popular in mainstream machine learning is that it can be tricky to train a stacking model correctly, without suffering data leakage. This has meant that the technique has mainly been used by highly skilled experts in high-stakes environments, such as machine learning competitions, and given new names like blending ensembles.
Nevertheless, modern machine learning frameworks make stacking routine to implement and evaluate for classification and regression predictive modeling problems. As such, we can review ensemble learning methods related to stacking through the lens of the stacking framework. This broader