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Averaging regularized estimators
Neural Computation, no. 5 (1997): 1163-1178
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We compare the performance of averaged regularized estimators. We show that the improvement in performance which can be achieved by averaging depends critically on the degree of regulariza- tion which is used in training the individual estimators. We com- pare four difierent averaging approaches: simple averaging, bag- ging, variance-base...More
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