weighted aggregation (regression ensemble)
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I have trained five regression learners and their RMSE are the following:
learner1=0.8435
learner1=0.8665
learner1=0.7776
learner1=0.7876
learner1=0.6039
I want to take their weighted average in such a way that the learner with lowest error has the highest weight. Any reference code, paper or direct help will be appreciated.
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2021-8-15
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