Bagged Polynomial Regression and Neural Networks
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Bagged Polynomial Regression and Neural Networks
arXiv:2205.08609v3 Announce Type: replace-cross Abstract: Climate and environmental applications increasingly rely on high-dimensional prediction from remote sensing and other scientific data. Neural networks (NN) can deliver strong accuracy in these settings, but they are often hard to audit and hard to align with domain knowledge. As an alternative, we propose bagged polynomial regression with random projections (BPR), an econometrics-native ensemble that averages many regularized...