Usage Guide
Python Package Usage
You can import the scikit-duplo package within python and then make use of the SciKit Learn Compatible Transformer for your ML Pipeline.
In the example below we include a QuantileStackRegressor in a prediction pipeline.
from skduplo.meta import QuantileStackRegressor
from sklearn.ensemble import ExtraTreesRegressor
from sklearn.ensemble import RandomForestClassifier
qsr = QuantileStackRegressor(
classifier=RandomForestClassifier(),
regressor=ExtraTreesRegressor(),
cuts = [0, 50, 100, 200]
)
This model learns a set of internal classifiers that cut the training data by the regression target value. In a sense the model learns a quantile regression stack in and out of sample fashion, then uses the outputs of the quantile regressors as a set of new features.