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EC Bayes Seminar Series: Yuling Yao (Columbia) - Bayesian hierarchical stacking

  • 16 Jun 2021 3:00 PM
    Message # 10645957

    Dear all,

    The QUT Centre for Data Science is delighted to have our second EC* Bayes Seminar presented by Yuling Yao from Columbia University.

    Date: Wed, June 23, 2021 9:30 AM – 10:30 AM AEST

    *Early Career: We want to highlight great research from early career researchers as opportunities for ECRs to present their work to broad audiences has declined.

    Please register here:

    Title: Bayesian hierarchical stacking—All models are wrong, but some are somewhere useful

    Abstract: Stacking is a widely used model averaging technique. Like many other ensemble methods, stacking is more effective when model predictive performance is heterogeneous in inputs, in which case we can further improve the stacked mixture with a hierarchical model. In this talk I will focus on the recent development of Bayesian hierarchical stacking: an approach that locally aggregates models. The weight is a function of data, partially-pooled, inferred using Bayesian inference, and can further incorporate other structured priors and complex data. I will also discuss some theory bounds: when and why model averaging is useful; what model dissimilarity metric is relevant to Bayesian ensembles.

    Last modified: 16 Jun 2021 3:02 PM | Joshua Bon
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