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	Bayesian Stacking Ensemble	Bagging (agregacja bootstrapowa)
Dziedzina	Uczenie maszynowe	Uczenie maszynowe
Rodzina	Machine learning	Machine learning
Rok powstania	2018	1996
Twórca	Yao, Y.; Vehtari, A.; Simpson, D.; Gelman, A.	Breiman, L.
Typ	Bayesian ensemble combination	Ensemble meta-algorithm (variance reduction via bootstrap aggregation)
Źródło pierwotne	Yao, Y., Vehtari, A., Simpson, D., & Gelman, A. (2018). Using stacking to average Bayesian predictive distributions. Bayesian Analysis, 13(3), 917–1007.	Breiman, L. (1996). Bagging Predictors. Machine Learning, 24(2), 123–140.
Inne nazwy	Bayesian stacking, Bayesian model stacking, stacking with Bayesian weights, predictive distribution stacking	Bootstrap Aggregating, bootstrap aggregation, bagged ensemble, bagged predictor
Pokrewne	6	5
Podsumowanie	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.	Bagging, short for Bootstrap Aggregating, is an ensemble meta-algorithm introduced by Leo Breiman in 1996 that trains multiple copies of a base learner on independently drawn bootstrap samples of the training data and combines their predictions — by averaging for regression or majority vote for classification — to produce a final predictor with substantially lower variance than any single base learner.