Timeline for Regularization via model averaging?
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
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| Oct 22, 2019 at 17:31 | vote | accept | matteo | ||
| Oct 22, 2019 at 12:26 | comment | added | Patrick | Yes absolutely. Would be cool to see it compared with other techniques. | |
| Oct 22, 2019 at 4:20 | comment | added | matteo | Thanks, that's helpful. In my case I think I have enough data to do a cross-validation, which should reveal whether this approach improve predictive accuracy right? | |
| Oct 21, 2019 at 20:04 | comment | added | Patrick | Ok clarified the answer a little bit to separate out the two uses of AIC model averaging (one being parameter shrinkage and the other being for improving predictive accuracy). | |
| Oct 21, 2019 at 20:03 | history | edited | Patrick | CC BY-SA 4.0 |
Clarifying answer
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| Oct 21, 2019 at 20:00 | comment | added | Richard Hardy | That was quick! Thanks! | |
| Oct 21, 2019 at 20:00 | comment | added | Patrick | Yes this is covered in the first link that I gave specifically on page 18 of the reference. My answer should have been clearer. Editing it now. | |
| Oct 21, 2019 at 19:59 | comment | added | Richard Hardy | The OP wrote I was wondering if this approach of using AIC averaging for the specific purpose of regularizing the estimated value of a single parameter has been described before? Does any of the links cover this aspect? | |
| Oct 21, 2019 at 17:15 | history | edited | Patrick | CC BY-SA 4.0 |
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| Oct 21, 2019 at 15:36 | history | edited | Patrick | CC BY-SA 4.0 |
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| Oct 21, 2019 at 15:15 | comment | added | Tim | Could you at least summarize what did the links say? | |
| Oct 21, 2019 at 14:58 | history | answered | Patrick | CC BY-SA 4.0 |