All Questions
3 questions
3
votes
0
answers
122
views
Correlated random variables and ensembles (law of large numbers?)
Consider $n$ i.i.d random variables. By the law of large numbers (LLN) the sample average would converge after some time to the expected value.
Let's assume the random variables are correlated. Would ...
- 538
7
votes
4
answers
4k
views
Model ensembling - averaging of probabilities
From the BatchNorm paper, section 4.2.3, (https://arxiv.org/abs/1502.03167),
The ensemble prediction was based on the arithmetic average of class
probabilities predicted by the constituent ...
- 121
1
vote
0
answers
704
views
How can an ensemble perform worse than all but one of its constituents?
I came across a very unusual situation:
I trained 5 deep nets on a problem.
4 of the 5 had excellent in- and out-of-sample accuracy.
I trained a classifier on the probability outputs of the 5 deep ...
- 743