verstack | verstack 3 | Machine Learning library

The complexity of the problem lies in the continuous nature of regression. When you have the classification, it is very natural to split them into classes because they are basically already split into classes :) Now, if you have a regression, the number of possibilities to split is basically infinite and most importantly, it is just impossible to know what a good split would be. As in the article you sent, you might apply sorted or fractional approaches but in the end, you have no idea to what extent they would be correct. You can also split it into intervals. This is what the stack library does. In the documentation, it says: "For continuous target variable overstock uses binning and categoric split based on bins". What they do is, they first assign the continuous values to bins(classes) and then they apply stratification on them.

There are not many studies on this because everything you can come up with is going to be a heuristic. However, there can be exceptions if you can incorporate some domain knowledge. As an example, let's say that you are trying to predict the frequency of some electromagnetic waves from some set of features. In that case, you have prior knowledge of how the wave frequencies are split. ( https://en.wikipedia.org/wiki/Electromagnetic_spectrum) So now it is natural to split them into continuous intervals with respect to their wavelengths and do a regression stratification. But otherwise, it is hard to come with something that would generalize.

I personally never encountered a study on this.