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.packages('caretEnsemble')
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/caretEnsemble@0.0')
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