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베이즈 스태킹 앙상블×적층×
분야머신러닝머신러닝
계열Machine learningMachine learning
기원 연도20181992
창시자Yao, Y.; Vehtari, A.; Simpson, D.; Gelman, A.Wolpert, D.H.
유형Bayesian ensemble combinationEnsemble (heterogeneous meta-learning)
원전Yao, Y., Vehtari, A., Simpson, D., & Gelman, A. (2018). Using stacking to average Bayesian predictive distributions. Bayesian Analysis, 13(3), 917–1007. DOI ↗Wolpert, D.H. (1992). Stacked Generalization. Neural Networks, 5(2), 241–259. DOI ↗
별칭Bayesian stacking, Bayesian model stacking, stacking with Bayesian weights, predictive distribution stackingStacking (Yığınlama — Meta-Öğrenme), stacked generalization, meta-learning ensemble, super learner
관련65
요약Bayesian 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.Stacking, or stacked generalization, is an ensemble method introduced by David Wolpert in 1992 that combines the outputs of several different base models (Level-0) through a separate meta-model (Level-1). Unlike bagging and boosting, it deliberately uses heterogeneous model types, and it is the standard final-stage strategy in Kaggle competitions.
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