alteryx / alteryx/evalml

Ensembling: train the pipelines and the metalearner on different data

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#1,897 0 comments 0 reactions 1 assignee Claimed by @asniyaz View on GitHub
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Python
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Description

This issue tracks:
* During automl search, first train each pipeline on full 80% automl training split, then generate predictions on 20% ensemble split, and use those predictions to train the metalearner on that 20% ensemble split using CV.
* For refitting best pipeline, if the best pipeline was non-ensemble, train on entire 100% (should already be the case). If best pipeline was ensemble, same as above: first train each pipeline on full 80% automl training split, then generate predictions on 20% ensemble split, and use those predictions to train the metalearner on that 20% ensemble split.

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