Credal Model Averaging: An Extension of Bayesian Model Averaging to Imprecise Probabilities

@inproceedings{Corani2008CredalMA,
  title={Credal Model Averaging: An Extension of Bayesian Model Averaging to Imprecise Probabilities},
  author={Giorgio Corani and Marco Zaffalon},
  booktitle={ECML/PKDD},
  year={2008}
}
We deal with the arbitrariness in the choice of the prior over the models in Bayesian model averaging (BMA), by modelling prior knowledge by a set of priors (i.e., a prior credal set). We consider Dash and Cooper’s BMA applied to naive Bayesian networks, replacing the single prior over the naive models by a credal set; this models a condition close to prior ignorance about the models, which leads to credal model averaging (CMA). CMA returns an indeterminate classification, i.e., multiple… CONTINUE READING
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