Machine Learning

, Volume 24, Issue 1, pp 49-64

First online:

Stacked regressions

  • Leo BreimanAffiliated withStatistics Department, University of California


Stacking regressions is a method for forming linear combinations of different predictors to give improved prediction accuracy. The idea is to use cross-validation data and least squares under non-negativity constraints to determine the coefficients in the combination. Its effectiveness is demonstrated in stacking regression trees of different sizes and in a simulation stacking linear subset and ridge regressions. Reasons why this method works are explored. The idea of stacking originated with Wolpert (1992).

Key words

Stacking Non-negativity Trees Subset regression Combinations