One way to to this is via https://github.com/civisanalytics/civisml-extensions

I am not sure what the best approach for incorporation is: (a) include their code as a dependency and use it as is (b) fork their repository and modify it for use with SKLL and give them proper credit obviously.

Another option is to basically build stacking into SKLL using the SKLL API itself. I am currently leaning towards this option. However, I am not sure whether this should live in SKLL itself or perhaps another package that's built on top of SKLL.