sequential_reweighting {tsensembler} | R Documentation |
Sequential Re-weighting for controlling predictions' redundancy
Description
Besides ensemble heterogeneity we encourage diversity explicitly during the aggregation of the output of experts. This is achieved by taking into account not only predictions of performance produced by the arbiters, but also the correlation among experts in a recent window of observations.
Usage
sequential_reweighting(sliding_similarity, W)
Arguments
sliding_similarity |
list of pairwise similarity values. See
|
W |
weights before re-weighting |
[Package tsensembler version 0.1.0 Index]