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make ensemble predictions simple, in an effort to produce more conservative posterior approimations #80

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bkmi opened this issue Oct 14, 2021 · 2 comments
Open

make ensemble predictions simple, in an effort to produce more conservative posterior approimations #80

bkmi opened this issue Oct 14, 2021 · 2 comments
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bkmi commented Oct 14, 2021

This paper by Gilles and co, Averting A Crisis In Simulation-Based Inference, advocates using ensembles to combat non-conservative posterior estimates.

I think it makes sense to allow for simple ensemble averaging of predictions in swyft.
@bkmi bkmi added the enhancement New feature or request label Oct 14, 2021
@bkmi bkmi self-assigned this Oct 14, 2021
@cweniger cweniger added v0.3 Specific to v0.3 or earlier, for which only bugfixes will be considered. and removed v0.3 Specific to v0.3 or earlier, for which only bugfixes will be considered. labels Nov 18, 2022
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  • Is parallel training of estimators in the same network enough?
  • Could this be achieved with MC dropout?

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bkmi commented Jan 28, 2023

I think a bagging approach would likely be best.

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