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Model stacking II

OK, what you've done so far in the stacking implementation:

  1. Split train data into two parts
  2. Train multiple models on Part 1
  3. Make predictions on Part 2
  4. Make predictions on the test data

Now, your goal is to create a second level model using predictions from steps 3 and 4 as features. So, this model is trained on Part 2 data and then you can make stacking predictions on the test data.

part_2 and test DataFrames are already available in your workspace. Gradient Boosting and Random Forest predictions are stored in these DataFrames under the names "gb_pred" and "rf_pred", respectively.

Diese Übung ist Teil des Kurses

Winning a Kaggle Competition in Python

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Anleitung zur Übung

  • Train a Linear Regression model on the Part 2 data using Gradient Boosting and Random Forest models predictions as features.
  • Make predictions on the test data using Gradient Boosting and Random Forest models predictions as features.

Interaktive Übung

Versuche dich an dieser Übung, indem du diesen Beispielcode vervollständigst.

from sklearn.linear_model import LinearRegression

# Create linear regression model without the intercept
lr = LinearRegression(fit_intercept=False)

# Train 2nd level model on the Part 2 data
lr.____(part_2[['gb_pred', '____']], part_2.fare_amount)

# Make stacking predictions on the test data
test['stacking'] = lr.____(test[['gb_pred', '____']])

# Look at the model coefficients
print(lr.coef_)
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