Munich Personal RePEc Archive

A Super-Learning Machine for Predicting Economic Outcomes

Cerulli, Giovanni (2020): A Super-Learning Machine for Predicting Economic Outcomes.

[thumbnail of MPRA_paper_99111.pdf]

Download (631kB) | Preview


We present a Super-Learning Machine (SLM) to predict economic outcomes which improves prediction (i) by cross-validated optimal tuning, (ii) by comparing/combining results from different learners. Our application to a labor economics dataset shows that different learners may behave differently. However, combining learners into one singleton super-learner proves to preserve good predictive accuracy lowering the variance more than stand-alone approaches.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.