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Ensemble Prediction

If an auto-regressive network has been trained on predicting values when given input in an arbitrary order, there is a simple technique that can be used to improve the accuracy of a prediction.

Given nn input vectors, there are n!n! many ways to arrange those vectors in order to predict the next output. Let n!kn! \geq k and let o(i)o^{(i)} be a unique input permutation for ii ranging from 1 to kk.

pensemble(x)=1ki=1kp(xo(i))p_{ensemble}(x) = \frac{1}{k}\sum_{i=1}^{k} p(x | o^{(i)})

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Updated 2021-07-29

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Data Science