Model Averaging Is Asymptotically Better Than Model Selection For Prediction

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},
}