stackgbm offers a minimalist, research-oriented implementation of model stacking (Wolpert, 1992) for gradient boosted tree models built by xgboost (Chen and Guestrin, 2016), lightgbm (Ke et al., 2017), and catboost (Prokhorenkova et al., 2018).
Installation
Install from GitHub:
remotes::install_github("nanxstats/stackgbm")
To install all dependencies, check out the instructions from manage dependencies.
Model
stackgbm implements a classic two-layer stacking model: the first layer generates “features” produced by gradient boosting trees. The second layer is a logistic regression that uses these features as inputs.
Related projects
For a more comprehensive and flexible implementation of model stacking, see stacks in tidymodels and StackingClassifier in scikit-learn.
Code of Conduct
Please note that the stackgbm project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.