Nathaniel Haines - Easy Model Blending using Pseudo-Bayesian Model Averaging in Python

www.pydata.org

This talk introduces BayesBlend, a new, open-source Python package designed to simplify model blending using pseudo-Bayesian model averaging, stacking, and hierarchical stacking. BayesBlend enables users to improve out-of-sample predictive performance by blending predictions from multiple competing models, which is particularly useful in M-open settings where the true model is unknown. The talk will include practical examples from insurance loss modeling.

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