Visual explainer
Ensemble Stacking
A tree says 5.2 and a linear model says 3.1, so a trained meta-model weights them 0.1 and 0.9 to land at 3.31 near the truth of 3.5.
A tree shouts 5.2 while a linear model whispers 3.1, and the fixed average lands at 4.15 against a truth of 3.5. Equal weights cannot hear which model owns this street this winter, every winter.
Honest Evidence Only
You split streets into four folds and make each model predict the fold it never trained on. The judge sees real mistakes, never memorized answers, which is the entire trick.
Predictions Become Rows
Each street becomes one row: tree 5.2, linear 3.1, truth 3.5. The meta-model learns weights 0.1 and 0.9, blending 0.52 plus 2.79 into 3.31. That 3.31 sits 0.19 from truth; the flat average sat 0.65 away.
Trust Shifts by Street
On freezing streets the tree earns weight 0.8; on mild ones the linear model earns 0.85. The blend follows the weather instead of a fixed recipe, and that adaptivity is the whole point.
Error Nearly Vanishes
The fixed average misses by 0.65 across the same eight streets. The stack misses by 0.19, because it learned who to trust where.
Keep the Judge Simple
A linear meta-model has two weights and nothing to memorize, so default to it. When you have thousands of streets, you may audition something fancier with cross-validation.
Where It Breaks
Three identical trees make the same mistakes on the same streets, so the meta-model learns nothing. You pay triple compute for one opinion stated thrice.
The Quick Version
- Fixed averages cannot hear expertise.
- Judges train on unseen folds only.
- Weights 0.1 and 0.9 blend to 3.31.
- Cold streets trust trees; mild trust lines.
- Error falls 0.65 to 0.19.
- Default linear judges; fancy needs data.
- Identical models teach nothing, cost triple.