Comments (7)
Thank you very much Mike, excellent article. I learned a lot from you.
One question, would the idea of combining classification models be the same?
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Hey @ronandsa ! Glad it's useful.
The short answer is "yes". You'd want to weight the probability each component model assigns each class, not just the assigned class, and then take the most likely classification. I personally haven't come across the massive sort of review for classifiers as Dormann et al. did for regressors, but people most certainly do it:
https://web.cs.ucdavis.edu/~davidson/Publications/ModelAve.pdf
https://www.dbmi.pitt.edu/sites/default/files/Visweswaran%20Cooper.pdf
(Of course, how effective any given averaging method is will depend on the specifics of your data and models!)
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