Q:

Cross-validating H2OStackedEnsembleEstimator?

H2O docs claim that "for all algos that support the nfolds parameter" cross-validation is done by the train method.
However, H2OStackedEnsembleEstimator does not:

H2OValueError: Unknown parameter nfolds = 5

So, how do I cross-validate such a model?

A:

The name of the CV parameter for Stacked Ensemble is called metalearner_nfolds instead of nfolds.  This is to emphasize that the cross-validation is for the metalearning algorithm.  The list of parameters for Stacked Ensemble can be found here.

