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Using Empirical Bayes to approximate posteriors for large "black box" estimators

The Unofficial Google Data Science Blog

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. 3] Bradley Efron, "Robbins, Empirical Bayes, and Microarrays" , Technical Report, 2003. [4]

KDD 40