How to use adaboost with different base estimator in scikit-learn?

modkzs picture modkzs · May 8, 2016 · Viewed 13.6k times · Source

I want to use adaboost with several base estimators for regression in scikit-learning, but I don't find any class that can do it. Is there any way to do this things except changing source code?

Answer

Andreas Hsieh picture Andreas Hsieh · May 8, 2016

You can read this page on sklearn: adaboost. I personally like stacking XGboost,GBM, RandomForest and ExtraTree as base models and stacking them to get better auc score.