Using Empirical Bayes to approximate posteriors for large "black box" estimators
The Unofficial Google Data Science Blog
NOVEMBER 4, 2015
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. In practice, we have gotten good results by normalizing responses for the first-order effects of factors ignored by our unit definition.
40 
Let's personalize your content