Bayesian model average

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Kayhan M66

Oct 6, 2022, 5:16:49 AM10/6/22
to TensorFlow Probability
I'm working on the time series problem and made some models with deep learning algorithms like LSTM, GRU, MLP, etc. I need to use the Bayesian model average (BMA) for posterior processing. I heard that BMA is an ensemble model. I search so much on the internet but I couldn't find an appropriate python package to do it. Can I use TensorFlow Probability to implement BMA? if I can, how can I use it?
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