This paper presents a method of model aggregation using multivariate decompositions where the main problem is to properly identify the components that carry noise. We develop a volatility measure which uses generalized extreme value decomposition. It is applied to destructive and constructive latent component classification. A practical experiment was conducted in order to validate the effectiveness of the introduced method.
CITATION STYLE
Szupiluk, R., & Rubach, P. (2018). Extreme value model for volatility measure in machine learning ensemble. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 10841 LNAI, pp. 247–256). Springer Verlag. https://doi.org/10.1007/978-3-319-91253-0_24
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