Ensemble methods By ensemble methods, I (Bob, not Andrew) mean approaches that scatter points in parameter space and then make moves by inteprolating or extrapolating among subsets of them. Two prominent examples are: Ter Braak’s differential evolution Goodman and Weare’s walkers There are extensions and computer implementations of these algorithms. For example, the Python […] The post Ensemble Methods are Doomed to Fail in High Dimensions appeared first on…
