Hi, Thomas,
sorry, I overread the regression part … 
This would be a bit trickier, I am not sure what a good strategy for averaging 
regression outputs would be. However, if you just want to compute the average, 
you could do sth like
np.mean(np.asarray([r.predict(X) for r in list_or_your_mlps]))

However, it may be better to use stacking, and use the output of r.predict(X) 
as meta features to train a model based on these?

Best,
Sebastian

> On Jan 7, 2017, at 1:49 PM, Thomas Evangelidis <teva...@gmail.com> wrote:
> 
> Hi Sebastian, 
> 
> Thanks, I will try it in another classification problem I have. However, this 
> time I am using regressors not classifiers. 
> 
> On Jan 7, 2017 19:28, "Sebastian Raschka" <se.rasc...@gmail.com> wrote:
> Hi, Thomas,
> 
> the VotingClassifier can combine different models per majority voting amongst 
> their predictions. Unfortunately, it refits the classifiers though (after 
> cloning them). I think we implemented it this way to make it compatible to 
> GridSearch and so forth. However, I have a version of the estimator that you 
> can initialize with “refit=False” to avoid refitting if it helps. 
> http://rasbt.github.io/mlxtend/user_guide/classifier/EnsembleVoteClassifier/#example-5-using-pre-fitted-classifiers
> 
> Best,
> Sebastian
> 
> 
> 
> > On Jan 7, 2017, at 11:15 AM, Thomas Evangelidis <teva...@gmail.com> wrote:
> >
> > Greetings,
> >
> > I have trained many MLPRegressors using different random_state value and 
> > estimated the R^2 using cross-validation. Now I want to combine the top 10% 
> > of them in how to get more accurate predictions. Is there a meta-estimator 
> > that can get as input a few precomputed MLPRegressors and give consensus 
> > predictions? Can the BaggingRegressor do this job using MLPRegressors as 
> > input?
> >
> > Thanks in advance for any hint.
> > Thomas
> >
> >
> > --
> > ======================================================================
> > Thomas Evangelidis
> > Research Specialist
> > CEITEC - Central European Institute of Technology
> > Masaryk University
> > Kamenice 5/A35/1S081,
> > 62500 Brno, Czech Republic
> >
> > email: tev...@pharm.uoa.gr
> >               teva...@gmail.com
> >
> > website: https://sites.google.com/site/thomasevangelidishomepage/
> >
> >
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