Neural network modeling often suffers the deficiency of not using a systematic way of improving classical statistical regression models. In this tutorial we exemplify the proposal of the editorial of ASTIN Bulletin 2019/1. We embed a classical generalized linear model into a neural network...

Ensemble methods aim at improving the predictive performance of a given statistical learning or model fitting technique. The general principleof ensemble methods is to construct a linear combinationof some model fitting methods, instead of using a single fit of the method.