已经调参、训练好的几个模型,能做出一个集成模型吗?
下面的代码可以建立集成模型,但是不能对单个模型调参。我之前训练了XGB、KNN、ANN模型,命名为XGB1、KNN1、ANN1 ,请问怎么把这几个模型(XGB1、KNN1、ANN1 )做成集成模型呢?
set.seed(2)
models <- caretList(
type ~ ., data = train,
trControl = control,
metric = "ROC",
methodList = c("rpart", "earth", "knn")
)
models
stack <- caretStack(models, method = "glm",
metric = "ROC",
trControl = trainControl(
method = "boot",
number = 5,
savePredictions = "final",
classProbs = TRUE,
summaryFunction = twoClassSummary
))