Methoden vergleichen

	Bayesian Stacking Ensemble	Bayesian Model Averaging	Gauß-Prozess
Fachgebiet	Maschinelles Lernen	Bayes-Statistik	Maschinelles Lernen
Familie	Machine learning	Bayesian methods	Machine learning
Entstehungsjahr	2018	1999	2006 (book); roots in Kriging, 1951)
Urheber	Yao, Y.; Vehtari, A.; Simpson, D.; Gelman, A.	Hoeting, Madigan, Raftery & Volinsky	Rasmussen, C. E. & Williams, C. K. I.
Typ	Bayesian ensemble combination	Bayesian model averaging	Probabilistic non-parametric model
Wegweisende Quelle	Yao, Y., Vehtari, A., Simpson, D., & Gelman, A. (2018). Using stacking to average Bayesian predictive distributions. Bayesian Analysis, 13(3), 917–1007.	Hoeting, J. A., Madigan, D., Raftery, A. E. & Volinsky, C. T. (1999). Bayesian Model Averaging: A Tutorial. Statistical Science, 14(4), 382–401.	Rasmussen, C. E., & Williams, C. K. I. (2006). Gaussian Processes for Machine Learning. MIT Press. ISBN: 978-0-262-18253-9
Aliasnamen	Bayesian stacking, Bayesian model stacking, stacking with Bayesian weights, predictive distribution stacking	BMA, Bayesian model combination, Bayesian Model Ortalaması (BMA)	GP, Gaussian Process Regression, GPR, Kriging
Verwandt	6	5	3
Zusammenfassung	Bayesian stacking combines the predictive distributions of several base models by finding non-negative weights that maximise the leave-one-out log predictive score of the mixture. Formalised by Yao, Vehtari, Simpson, and Gelman (2018), it yields a single calibrated predictive distribution that is provably at least as good as any single constituent model under cross-validation.	Bayesian Model Averaging (BMA), formalised as a tutorial by Hoeting, Madigan, Raftery and Volinsky in 1999, addresses model uncertainty by averaging over all plausible model specifications rather than selecting a single best model. Each candidate model receives a posterior probability that reflects how well it fits the data given a prior, and predictions or coefficient estimates are formed as weighted averages across the entire model space. This approach reduces the bias and overconfidence that arise when a single selected model is treated as the true one.	A Gaussian Process (GP) is a non-parametric, fully probabilistic machine learning model that places a prior distribution directly over functions. Rather than predicting a single value, it returns a predictive mean and a calibrated uncertainty estimate at every test point, making it especially valuable for regression on small to medium datasets and for Bayesian optimization tasks.