Has been a pretty busy couple of weeks, but I finally found some time on this 
rather quiet Sunday evening and send a pull request with code and documentation 
(https://github.com/scikit-learn/scikit-learn/pull/4161).

> The concatenated probability outputs of everything in the ensemble, I'd think,
> so that the result is (n_sample, n_classes * n_estimators).
> Then you can learn a combination on top of that.

Oh yes, that makes sense; added it to build EnsembleEnsembleClassifiers ;)

Thanks for the tips!

Cheers,
Sebastian


> On Jan 15, 2015, at 6:41 PM, Andy <t3k...@gmail.com> wrote:
> 
> On 01/14/2015 12:39 PM, Sebastian Raschka wrote:
>> 
>> So, shall I go ahead and open an issue in the GitHub repo to continue the 
>> discussion? 
> Yeah or an early pull request if you already have code.
>> 
>> Andy, could you give me a quick follow-up on the transformer method. I am 
>> wondering what the transformer should return in this case.
>> 
> The concatenated probability outputs of everything in the ensemble, I'd think,
> so that the result is (n_sample, n_classes * n_estimators).
> Then you can learn a combination on top of that.
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