DOI: 10.1177/1536867x231212426 ISSN: 1536-867X

pystacked: Stacking generalization and machine learning in Stata

Achim Ahrens, Christian B. Hansen, Mark E. Schaffer
  • Mathematics (miscellaneous)

The pystacked command implements stacked generalization (Wolpert, 1992, Neural Networks 5: 241–259) for regression and binary classification via Python’s scikit-learn. Stacking combines multiple supervised machine learners—the “base” or “level-0” learners—into one learner. The currently supported base learners include regularized regression, random forest, gradient boosted trees, support vector machines, and feed-forward neural nets (multilayer perceptron). pystacked can also be used as a “regular” machine learning program to fit one base learner and thus provides an easy-to-use application programming interface for scikit-learn‘s machine learning algorithms.

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