PYSTACKED: Stata module for stacking generalization and machine learning in Stata

Achim Ahrens, Christian Hansen and Mark Schaffer ()

Statistical Software Components from Boston College Department of Economics

Abstract: pystacked implements stacked generalization for regression and binary classification via Python's scikit-learn. 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 learning algorithms.

Language: Stata
Requires: Stata version 16
Keywords: machine learning; binary classification; Python (search for similar items in EconPapers)
Date: 2022-08-23, Revised 2024-09-18
Note: This module should be installed from within Stata by typing "ssc install pystacked". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/pystacked.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pystacked.py program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pystacked.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pystacked_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pystacked_p.py program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_pyparse.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cs_pystacked_class.do certification script (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cs_pystacked_options.do certification script (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cs_pystacked_reg.do certification script (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cs_pystacked_runall.do certification script (text/plain)
http://fmwww.bc.edu/repec/bocode/h/housing.csv test data (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spambase.data test data (text/plain)
http://fmwww.bc.edu/repec/bocode/r/run_cert.sh run certification scripts (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459115

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().