I have a logistic regression and a random forest and I\'d like to combine them (ensemble) for the final classification probability calculation by taking an average.
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What about the sklearn.ensemble.VotingClassifier?
http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.VotingClassifier.html#sklearn.ensemble.VotingClassifier
Per the description:
The idea behind the voting classifier implementation is to combine conceptually different machine learning classifiers and use a majority vote or the average predicted probabilities (soft vote) to predict the class labels. Such a classifier can be useful for a set of equally well performing model in order to balance out their individual weaknesses.