Ehud Altman, Kenneth R. Brown, et al.
PRX Quantum
Prequential model selection and cross-validation are data-driven methodologies for selecting a single «best» model from a collection of competing models. In contrast, we propose prequential and cross-validated mixtures which are suitably weighted combinations of all the rival models under consideration. We empirically study prequential and cross-validated mixtures (both based on neural networks) for regression estimation. © 1998 IEEE.
Ehud Altman, Kenneth R. Brown, et al.
PRX Quantum
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International Journal for Numerical Methods in Engineering
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