Ensembles of Caret Models

Functions for creating ensembles of caret models: caretList() and caretStack(). caretList() is a convenience function for fitting multiple caret::train() models to the same dataset. caretStack() will make linear or non-linear combinations of these models, using a caret::train() model as a meta-model, and caretEnsemble() will make a robust linear combination of models using a GLM.

Framework for fitting multiple caret models using the same re-sampling strategy as well as creating ensembles of such models. Use caretList to fit multiple models, and then use caretEnsemble to combine them greedily, or caretStack to combine them using a caret model.

caretEnsemble was inspired by medley, which in turn was inspired by Caruana et. al.'s (2004) paper Ensemble Selection from Libraries of Models.

Install the stable version from CRAN:

install.packages('caretEnsemble')

Install the dev version from github:

devtools::install_github('zachmayer/caretEnsemble')

There are also tagged versions of caretEnsemble on github you can install via devtools. For example, to install the original draft of the API:

devtools::install_github('zachmayer/[email protected]')

Code of Conduct:

Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.