Using Empirical Bayes to approximate posteriors for large "black box" estimators
The Unofficial Google Data Science Blog
NOVEMBER 4, 2015
These estimates can be useful to make risk-adjusted decisions and explore-exploit trade-offs, or to find situations where the underlying regression method is particularly good or bad. References [1] Omkar Muralidharan, Amir Najmi "Second Order Calibration: A Simple Way To Get Approximate Posteriors" , Technical Report, Google, 2015. [2]
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