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Marianthi-Anna Kioumourtzoglou
Accurate Uncertainty Estimation and Decomposition in Ensemble Learning
Jeremiah Liu, John Paisley, Marianthi-Anna Kioumourtzoglou, Brent Coull
Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We introduce a Bayesian nonparametric ensemble (BNE) approach that augments an existing ensemble model to account for different sources of model uncertainty.
Accurate Uncertainty Estimation and Decomposition in Ensemble Learning
Jeremiah Liu, John Paisley, Marianthi-Anna Kioumourtzoglou, Brent Coull
Neural Information Processing Systems http://nips.cc/