Blog: In addition to, or in combination with cross-validation, I recommend model blending.


In addition to, or in combination with cross-validation, I recommend model blending. The hidden decision trees methodology that I developed a while back, do just that:

  • decision trees on observations that are better handled by decision trees
  • regression on observations that are better handled by regression

Each model produces a score, and both scores (regression based or decision tree based) are re-scaled so that the two scores are interchangeable.

See details here:

Source: Artificial Intelligence on Medium

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