Using Empirical Bayes to approximate posteriors for large "black box" estimators
The Unofficial Google Data Science Blog
NOVEMBER 4, 2015
References [1] Omkar Muralidharan, Amir Najmi "Second Order Calibration: A Simple Way To Get Approximate Posteriors" , Technical Report, Google, 2015. [2] Brendan McMahan et al, "Ad Click Prediction: a View from the Trenches" , Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD), 2013. [3]
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