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I want to ensemble three or four regression model: like GBDT, XGBDT, SVM. I know there are votingC = VotingClassifier() for classifier. I want to know are there some methods or function for ensemble regression model. Now, I just know set the simple weight for each model. how about other good method for ensemble regression model by python. Thanks!

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There are many ways in which you could create an ensemble from your base models. Some resources to take a look at are the following:

Firstly, I would point your attention towards this question, that has a lot of answers and interesting ideas.

Regarding implementation:

I have used in the past the brew module that has extensive implementations of different stacking-blending techniques etc, while using different combination rules and diversity metrics. It is also compatible with sklearn models.

Another interesting project is xcessiv, which I haven't used myself but provides a helpful gui for managing your ensemble's details.

Finally, regarding theoretical details, I would suggest you take a look into this survey that focuses on ensembles in regression tasks.

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