pystacked: Stacking generalization and machine learning in Stata. (arXiv:2208.10896v1 [econ.EM])

pystacked implements stacked generalization (Wolpert, 1992) for regression
and binary classification via Python's scikit-lear}. Stacking combines multiple
supervised machine learners -- the "base" or "level-0" learners -- into a
single learner. The currently supported base learners include regularized
regression, random forest, gradient boosted trees, support vector machines, and
feed-forward neural nets (multi-layer perceptron). pystacked can also be used
with as a `regular' machine learning program to fit a single base learner and,
thus, provides an easy-to-use API for scikit-learn's machine …

arxiv learning machine machine learning stata