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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...
Autores principales: | Ozelim, Luan Carlos de Sena Monteiro, Ribeiro, Dimas Betioli, Schiavon, José Antonio, Domingues, Vinicius Resende, de Queiroz, Paulo Ivo Braga |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2023
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Materias: | |
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 |
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