Are Ensembles Getting Better all the Time?

arXiv:2311.17885v2 Announce Type: replace-cross
Abstract: Ensemble methods combine the predictions of several base models. We study whether or not including more models always improves their average performance. This question depends on the kind of ensemble considered, as well as the predictive metric chosen. We focus on situations where all members of the ensemble are a priori expected to perform as well, which is the case of several popular methods such as random forests or deep ensembles. In this setting, we …

abstract arxiv cs.lg ensemble focus kind math.st performance predictions predictive question stat.me stat.ml stat.th study type