Topic summary
Stacked Generalization
Extracted from the Wikipedia article Ensemble learning.
Stacking
Stacking (sometimes called stacked generalization) involves training a model to combine the predictions of several other learning algorithms. First, all of the other algorithms are trained using the available data, then a combiner algorithm (final estimator) is trained to make a final prediction using all the predictions of the other algorithms (base estimators) as additional inputs or using cross-validated predictions from the base estimators which can prevent overfitting. If an arbitrary combiner algorithm is used, then stacking can theoretically represent any of the ensemble techniques described in this article, although, in practice, a logistic regression model is often used as the combiner.