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Information Leakage (Blending)

Specific risk in blending where the meta-model can overfit the base models' predictions if the hold-out set is not sufficiently representative or is too small.

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Blending Weights

Coefficients or parameters learned by the meta-model (often simple linear regression) to weight the predictions of each base model in the final combination.

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Two-Level Training

Sequential process in blending where base models are trained first, followed by training the meta-model on their respective predictions.

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Stacked Cross-Validation

Alternative to blending where predictions for the meta-model are generated via cross-validation on the training set, reducing overfitting risk but increasing complexity.

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Model Diversity

Key principle in blending involving the use of base models with different algorithms (e.g., decision tree, SVM, neural network) to capture varied patterns and improve overall performance.

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Out-of-Fold Predictions

Predictions generated by a model on the validation data of each fold in cross-validation, used in stacking but avoided in blending in favor of a hold-out set.

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Meta-Model Overfitting

Phenomenon where the meta-model memorizes the base models' predictions on the hold-out set instead of generalizing their combination, often due to a too small hold-out set or an overly complex meta-model.

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Linear Blending

Simplified form of blending where the meta-model is a linear regression, simply finding an optimal linear combination of the base models' predictions.

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Stratified Split for Blending

Technique for splitting the dataset into training and hold-out sets for blending, preserving the distribution of target classes to avoid bias in the meta-model predictions.

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Prediction Fusion

Action of combining the outputs of multiple estimators, which constitutes the core of blending and other ensemble methods to produce a more robust final prediction.

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Weighted Blending

Variant of blending where the weights assigned to the base model predictions are defined manually or by a heuristic, rather than learned by a meta-model.

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Generalization in Blending

Ability of the final blending model to perform correctly on new unseen data, depending on the robustness of the base models and the meta-model's ability to generalize their combination.

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