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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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2023-02-01
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| Series: | Frontiers in Artificial Intelligence |
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| Online Access: | https://www.frontiersin.org/articles/10.3389/frai.2023.1144886/full |