Ensemble of different kinds of regressors using scikit-learn (or any other python framework)

Question

I am trying to solve the regression task. I found out that 3 models are working nicely for different subsets of data: LassoLARS, SVR and Gradient Tree Boosting. I noticed that w

Answer 1

What you describe is called "stacking" which is not implemented in scikit-learn yet, but I think contributions would be welcome. An ensemble that just averages will be in pretty soon: https://github.com/scikit-learn/scikit-learn/pull/4161