predict_ensemble
Fuse predictions from multiple models into a consensus using weighted voting, stacking, or Bayesian averaging, with uncertainty decomposition and agreement metrics.
Instructions
Combine N model predictions into a single consensus value using weighted voting, stacking, or Bayesian model averaging. Returns the consensus, decomposed uncertainty (epistemic vs aleatoric), agreement score, weight share per model, and Shannon entropy of the weight distribution. Use to fuse outputs from heterogeneous predictors (statistical + ML + human forecasters). For fusing source-agreement on a probability of one event, use score_convergence. Free.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| predictions | Yes | Predictions from each model (at least 2). | |
| method | No | Combination method (default: weighted-voting). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| consensus | Yes | Combined point prediction. | |
| confidence | Yes | Aggregate confidence. | |
| weights | No | modelId → weight used. | |
| entropy | No | Shannon entropy of the weight distribution (higher = more diversified). | |
| agreement | No | Cross-model agreement score (1=all agree, 0=disagree). | |
| uncertainty | No | ||
| modelContributions | No | ||
| method | Yes |