Blending and Stacked Generalization
Blending has a few benefits: (extracted from above link)
- It is simpler than stacking.
- It wards against an information leak: The generalizers and stackers use different data.
- You do not need to share a seed for stratified folds with your teammates. Anyone can throw models in the ‘blender’ and the blender decides if it wants to keep that model or not.
The cons are:
- You use less data overall
- The final model may overfit to the holdout set.
- Your CV is more solid with stacking (calculated over more folds) than using a single small holdout set.