I have a question related to the stacks package and couldn't find any ressource during a rough web search.
I tuned multiple models (svm, mlp, nnetar and prophet) using crossvalidation resampling on the training split of
Then, I stacked the tuned models with
stacks() and applied
blend_predictions() to make an ensemble, which I fitted with
Then, I tested the ensemble performance using the prediction of the test split of
The question now is: How do I now refit the ensemble using all of the data (training + testing) to obtain my final model and use it for predicting new data?
Maybe I am missing something really obvious. Thanks for any hint.
If it is not clear what I mean, I'll try to provide a reprex.