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arXiv · 2206.00255

Star algorithm for NN ensembling

Sergey Zinchenko·Dmitry Lishudi
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Abstract

Neural network ensembling is a common and robust way to increase model efficiency. In this paper, we propose a new neural network ensemble algorithm based on Audibert's empirical star algorithm. We provide optimal theoretical minimax bound on the excess squared risk. Additionally, we empirically study this algorithm on regression and classification tasks and compare it to most popular ensembling methods.

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Sergey Zinchenko, Dmitry Lishudi. 2022-06-01. Star algorithm for NN ensembling. https://arxiv.org/abs/2206.00255

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