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rmachine-learningmlr

super.learner for makeStackedLearner in mlr package for R


The makeStackedLearner function in the R packages mlr seems to require a super.learner for method="stack.cv" and others (at least in some cases). However I couldn't find any information about how to choose one. What to look for in a suitable super.learner? Which ones are generally good choices?


Solution

  • In principle, all learners will do -- the super learner takes the predictions produced by the layer below and uses them as features to make the final predictions. Technically, the only thing that's required is that the super learner supports the feature type of the predictions from the layer below.

    The same principles as for choosing a learner in general apply. Random forests are usually good learners to start with, but you probably want to experiment with different ones to see which one is best for your particular case.