arrow
Return

Hybrid ensemble machine learning models

delete2025-11-04
delete0
delete
OA
AI
P
Paolo Giudici *
F
Francesca Marıanı
G
Gloria Polinesi
DOI:10.1016/j.physa.2025.131083delete
deleteOriginal
deleteShare
deleteSave
View PDF
Abstract

Abstract

En 中文
Machine learning models are usually assessed and compared in terms of predictive performance. Ensemble models, which average the predictions obtained from different models, often improve such performance. In this paper we show how to further improve the predictive accuracy of ensemble models, and allow them to achieve strong performance without retraining. To this aim we leverage the diversity among individual models, expressed by their covariance, computed on a subsample of the data ordered by the best model. We illustrate our proposal with applications to real data.
Keywords:
Ensemble
Model averaging
Predictive accuracy
Mean squared error
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

P
Physica A: Statistical Mechanics and its Applications
IF:
3.1
Papers:
1.3K
Citations:
3.6W

Organization

D
Department of Economics
Scholars:
918
Papers: 652
Citations: 0