Subject: Re: ML for MI
Bob : Ensembling is the way to go .... that's what how I use mine anyway!

You can always do mean or median on Regressors as a proxy to Ensembling Classifiers or any other central tendency hashing looking at the distribution of your regression estimates. Classifiers typically work the same way - especially if you do the logit(sigmoid) transform to output the class probabilities instead of accepting the inbuilt thresholding . At that point in time you are ensembling continuous probabilities.

FC : If you are comfortable with R - the corresponding and actually WAAY more feature rich package to scikit-learn is CARET. In fact that's the most popular modeling package in R.

Best