Thoughts on comining model

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Zhuo Lin Lin

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Oct 15, 2020, 5:38:34 AM10/15/20
to mlxtend
Hi everyone,

I am new to python and machine learning. I am currently working on a set of data that helps to determine the response of a customer (i.e. will the customer insure with us, or not). 

I understand that the performance may sometimes be enhanced by combining different types of mode', and hence would like to seek if anyone has any resource that I could read on to decide if it would be a good approach to combine linear regression with random forest to reduce my model variance. 

Would really appreciate if you could provide some advices!
(* Would also be great if you could share resources on whether AUC would be a good performance measure!)

Best regards,
LinLin

Sebastian Raschka

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Oct 15, 2020, 10:48:51 AM10/15/20
to Zhuo Lin Lin, mlxtend
Hi there,

I am not sure if it will work well in practice, but in case you want to give it a try, you can use the ensemble classifier's example 6 as a rough template for implementing it.

Best,
SR
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