View source for Bayesian Model Averaging Algorithm

A [[Bayesian Model Averaging Algorithm]] is an [[Statistical Modeling Algorithm]] that seeks to approximate the [[Bayes Optimal Classifier]] by averaging the individual predictions of all [[bayesian classifier]]s in the [[hypothesis space]], weighted by how well the classifiers explain the [[training data]] and how much we believe in them a priori.
* <B>Context:</B>
** It assigns weights to the hypotheses in the original space according to a fixed formula.
** It can be applied by a [[Bayesian Model Averaging System]].
** …
* <B>Counter-Example(s):</B>
** an [[Ensemble Algorithm]]. ([[2012_AFewUsefulThingstoKnowAboutMach|Domingos, 2012]])
* <B>See:</B> [[Bayesian Predictor]], [[Bayes' law]].

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