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Optimal blending of multiple independent prediction models

We derive blending coefficients for the optimal blend of multiple independent prediction models with normal (Gaussian) distribution as well as the variance of the final blend. We also provide lower and upper bound estimation for the final variance and we compare these results with machine learning w...

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Detalles Bibliográficos
Autor principal: Taraba, Peter
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9998929/
https://www.ncbi.nlm.nih.gov/pubmed/36909206
http://dx.doi.org/10.3389/frai.2023.1144886