Stacking Ensemble With Dropout Regularization
I was thinking about stacking ensembles (stacked generalization) in the sauna. Stacked ensembles overfit, so we need to regularize. Generally, we use cross-validation to ensure that the meta model is fit on out-of-fold predictions. This is to avoid data leakage, but we could say it has a “regularizing” effect. For reference, here’s how that works via claude sonnet 3.5 (light editing from me): Let me explain how the meta-model in stacked generalization is fit using cross-validation: ...