A Bayes interpretation of stacking for \(\mathcal{M}\)-complete and \(\mathcal{M}\)-open settings

DOI10.1214/16-BA1023zbMath1384.62298arXiv1602.05162OpenAlexW2518545530MaRDI QIDQ1699687

Tri Le, Bertrand S. Clarke

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.05162

zbMATH Keywords

predictioncross-validationstackingproblem classesBayes actionoptimization constrains

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (6)

Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests ⋮ On the quantification of model uncertainty: a Bayesian perspective ⋮ Using stacking to average Bayesian predictive distributions (with discussion) ⋮ Bayesian hierarchical stacking: some models are (somewhere) useful ⋮ Unnamed Item ⋮ In praise of partially interpretable predictors

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