Võrdle meetodeid

	Bayesian Stacking Ensemble	Bayes'i mudelikeskmine
Valdkond	Masinõpe	Bayesi meetodid
Perekond	Machine learning	Bayesian methods
Tekkeaasta	2018	1999
Looja	Yao, Y.; Vehtari, A.; Simpson, D.; Gelman, A.	Hoeting, Madigan, Raftery & Volinsky
Tüüp	Bayesian ensemble combination	Bayesian model averaging
Algallikas	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.
Rööpnimetused	Bayesian stacking, Bayesian model stacking, stacking with Bayesian weights, predictive distribution stacking	BMA, Bayesian model combination, Bayesian Model Ortalaması (BMA)
Seotud	6	5
Kokkuvõte	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.