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

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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Bibliographic Details
Main Authors: Luan Carlos de Sena Monteiro Ozelim, Dimas Betioli Ribeiro, José Antonio Schiavon, Vinicius Resende Domingues, Paulo Ivo Braga de Queiroz
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2023-01-01
Series:PLoS ONE
Online Access:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10470931/?tool=EBI

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10470931/?tool=EBI

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