Bayesian Hierarchical Stacking: Some Models Are (Somewhere) Useful

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openAccess

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Journal Title

Journal ISSN

Volume Title

A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä

Date

2022-12

Major/Subject

Mcode

Degree programme

Language

en

Pages

29
1043-1071

Series

Bayesian Analysis, Volume 17, issue 4

Abstract

Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can further improve the stacked mixture with a hierarchical model. We generalize stacking to Bayesian hierarchical stacking. The model weights are varying as a function of data, partially-pooled, and inferred using Bayesian inference. We further incorporate discrete and continuous inputs, other structured priors, and time series and longitudinal data. To verify the performance gain of the proposed method, we derive theory bounds, and demonstrate on several applied problems.

Description

Publisher Copyright: © 2022 International Society for Bayesian Analysis

Keywords

Bayesian hierarchical modeling, Conditional prediction, Covariate shift, Model averaging, Prior construction, Stacking

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Citation

Yao, Y, Pirš, G, Vehtari, A & Gelman, A 2022, ' Bayesian Hierarchical Stacking: Some Models Are (Somewhere) Useful ', Bayesian Analysis, vol. 17, no. 4, pp. 1043-1071 . https://doi.org/10.1214/21-BA1287