bayesian_ensemble¶
- probly.transformation.bayesian_ensemble(base: Predictor[In, Out], use_base_weights: bool = False, posterior_std: float | list[float] | None = 0.05, prior_mean: float | list[float] | None = 0.0, prior_std: float | list[float] | None = 1.0, num_members: int = 5) BayesianEnsemblePredictor[In, Out][source]¶
Create an ensemble of Bayesian-layer transformed predictors based on [BCKW15].
- Parameters:
base – The base model to be used for the Bayesian ensemble.
use_base_weights – If True, the weights of the base model are used as the prior mean.
posterior_std – The list of initial posterior standard deviations.
prior_mean – The list of prior means.
prior_std – The list of prior standard deviations.
num_members – The number of members in the ensemble.
- Returns:
The Bayesian ensemble predictor.
