HPOSS: A hierarchical portfolio optimization stacking strategy to reduce the generalization error of ensembles of models

Surrogate models are frequently used to replace costly engineering simulations. A single surrogate is frequently chosen based on previous experience or by fitting multiple surrogates and selecting one based on mean cross-validation errors. A novel stacking strategy will be presented in this paper. T...

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Detalles Bibliográficos
Autores principales: Ozelim, Luan Carlos de Sena Monteiro, Ribeiro, Dimas Betioli, Schiavon, José Antonio, Domingues, Vinicius Resende, de Queiroz, Paulo Ivo Braga
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10470931/
https://www.ncbi.nlm.nih.gov/pubmed/37651433
http://dx.doi.org/10.1371/journal.pone.0290331

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10470931/
https://www.ncbi.nlm.nih.gov/pubmed/37651433
http://dx.doi.org/10.1371/journal.pone.0290331

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