[FIXED] Ensamble methods with scikit-learn

Issue

Is there any way to combine different classifiers into one in sklearn? I find sklearn.ensamble package. It contains different models, like AdaBoost and RandofForest, but they use decision trees under the hood and I want to use different methods, like SVM and Logistic regression. Is it possible with sklearn?

Solution

Do you just want to do majority voting? This is not implemented afaik. But as I said, you can just average the predict_proba scores. Or you can use LabelBinarizer of the predictions and average those. That would implement a voting scheme.

Even if you are not interested in the probabilities, averaging the predicted probabilities might be more robust than doing a simple voting. This is hard to tell without trying out, though.

Answered By - Andreas Mueller