@Scott: See https://github.com/scikit-learn/scikit-learn/pull/5794 for checking 
the VotingClassifier

Best,
Sebastian


> On Nov 11, 2015, at 5:16 PM, Sebastian Raschka <se.rasc...@gmail.com> wrote:
> 
> Hi, Scott,
> 
> I was also thinking about regression when I implemented the VotingClassifier 
> but ultimately decided against it. I think that it could potentially be 
> useful, but it is not as "generally applicable" as the VotingClassifier I'd 
> say. 
> 
> Implementation-wise, I think refactoring it into a VotingBase parent and a 
> VotingClassifier and a VotingRegressor could technically be pretty 
> straight-forward though.
> 
> I am only a little concerned if averaging the results of different regressors 
> could potentially help with the predictive performance. 
> 
> Would be interested to hear what others think. Has anyone averaged regression 
> models in practice?
> 
>> On a semi-related note, I notice that VotingClassifier.predict() doesn't 
>> check to see if it has been fitted.  Is there a general way to check whether 
>> a classifier has been fitted yet?
> 
> Good point! I will add a check for that. I think the general solution is the 
> check_estimators_unfitted
> 
> in
> 
> from sklearn.utils.estimator_checks import check_estimators_unfitted
> 
> Best,
> Sebastian
> 
>> On Nov 10, 2015, at 1:09 PM, Scott Turner <srt19...@gmail.com 
>> <mailto:srt19...@gmail.com>> wrote:
>> 
>> First of all, my thanks for all your hard work in providing Scikit-Learn.  
>> It's a joy to use.
>> 
>> Now that VotingClassifier has dropped, are there plans to create the 
>> analogous ensemble classifier for regression, i.e., one that averages the 
>> results of a list of base classifiers?  I have an implementation that I 
>> would be happy to submit if there's interest.  (I'd suggest extending the 
>> classifier to include a meta-classifier option as well as (say) 'mean' and 
>> 'median'.)  But maybe someone is already working on this?
>> 
>> On a semi-related note, I notice that VotingClassifier.predict() doesn't 
>> check to see if it has been fitted.  Is there a general way to check whether 
>> a classifier has been fitted yet?
>> 
>> Finally, I've also implemented the CONFINE and CONVINE algorithms for 
>> estimating the confidence of individual predictions from this paper 
>> <http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0048723>.  
>> This isn't complicated -- it's a matter of doing k-nn on the training data 
>> and then taking local error / variance means for the neighbors of the 
>> prediction.  It's nice in the sense that it can be applied to any estimator, 
>> so it provides a way for getting confidence estimates (or at least local 
>> error estimates) for estimators that don't provide that otherwise.  If 
>> there's interest I'm happy to contribute that code as well.
>> 
>> -- Scott Turner
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