Tri M. Le, Bertrand S. Clarke. Model Averaging Is Asymptotically Better Than Model Selection For Prediction. Journal of Machine Learning Research, 23, 2022. [doi]
@article{LeC22-0, title = {Model Averaging Is Asymptotically Better Than Model Selection For Prediction}, author = {Tri M. Le and Bertrand S. Clarke}, year = {2022}, url = {http://jmlr.org/papers/v23/20-874.html}, researchr = {https://researchr.org/publication/LeC22-0}, cites = {0}, citedby = {0}, journal = {Journal of Machine Learning Research}, volume = {23}, }