Linear model averaging by minimizing mean-squared forecast error unbiased estimator.

Nikita A. Moiseev

Published in: Model. Assist. Stat. Appl. (2016)

Keyphrases

unbiased estimator
model averaging
generalization error
error rate
low variance
subspace information criterion
posterior distribution
supervised classification
bayesian methods
closed form
learning process
prior knowledge
active learning
machine learning methods
minimum variance