ENH Adds feature_names_out to stacking estimators #22695
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ogrisel
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Mar 7, 2022
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Thanks for the PR. Here are some comments below.
For information, I checked that StackingRegressor does not currently allow multi-target regression, even if the base regressors do.
If it were the case the code should be adjusted accordingly, or at least a new test should be added to check that it works as expected.
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Reference Issues/PRs
Towards #21308
What does this implement/fix? Explain your changes.
This PR adds
get_feature_names_outto Stacking. The feature names uses the name of the estimator that generated the prediction.Any other comments?
The
test_transformers_get_feature_names_outcommon tests will run on these estimators because they defineget_feature_names_out:scikit-learn/sklearn/tests/test_common.py
Lines 394 to 396 in 1c24595