How should we use VotingRegressor #31850
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The example evaluates both ensembles on their training data, and I would compare three versions with repeated cross-validation or a held-out test set:
If stacking consistently wins out of sample, use it. If the difference is within the validation noise, voting is often the safer and simpler ensemble. |
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Dear all,
I'm trying to understand in what case should we use VotingRegressor.
If I understood well, VotingRegressor gives an average prediction based on given estimators and their averaging weights.
However, putting a LinearRegression over the estimators can give more precise averaging weights since they minimize the prediction error.
So are there cases where VotingRegressor is more relevant?
Here is a code example for illustration :
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