Bayesian Model Averaging

---

Created: 18 Nov 2022, 01:34 PM | Modified: =dateformat(this.file.mtime,"dd MMM yyyy, hh:mm a") Tags: knowledge, MTL

---

Bayesian model averaging (BMA) is an umbrella term describing Bayesian methods for

marginalization, where instead of betting everything on one hypothesis with a single

setting of neural network parameters w, using multiple set of parameters weighted

by their posterior probabilities yield better performance. In essence, Bayesian Model

Averaging can be mathematically represented as

A Conceptual Introduction to Bayesian Model Averaging

From <https://journals.sagepub.com/doi/full/10.1177/2515245919898657>