[jira] [Created] (IGNITE-10479) [ML] Umbrella: Ensemble training and inference

[Anton Vinogradov (Jira)]

Yury Babak created IGNITE-10479:
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             Summary: [ML] Umbrella: Ensemble training and inference
                 Key: IGNITE-10479
                 URL: https://issues.apache.org/jira/browse/IGNITE-10479
             Project: Ignite
          Issue Type: New Feature
          Components: ml
            Reporter: Yury Babak


We want to unify API/usage of any ensembles of models.
Currently we already have only boosting and bagging and we want to implement stacking.

Stacking is an ensemble learning technique that combines multiple classification or regression models via a meta-classifier or a meta-regressor. The base level models are trained based on a complete training set, then the meta-model is trained on the outputs of the base level model as features.



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