#StackBounty: #cross-validation #scikit-learn #stacking Cross Validation in StackingClassifier Scikit-Learn

Bounty: 50

In StackingClassifier documentation it’s written:

Note that estimators_ are fitted on the full X while final_estimator_ is trained using cross-validated predictions of the base estimators using cross_val_predict.

… the default 5-fold cross validation

My question is, why is mandatory to use cross-validation in the final estimator? why isn’t final estimator fitted on the full X’ (output from base estimators)?


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