
Aggregation with Exponential Weights is Optimal in Expectation
Researchers have resolved a two-decade-old open question about exponential-weight aggregation, proving the method achieves minimax-optimal excess risk for model selection without requiring strong distributional assumptions. This theoretical result matters for practitioners building ensemble systems and meta-learners: it validates a core technique used in production ML pipelines while clarifying the temperature parameter regime where guarantees hold. The finding tightens our understanding of how to combine multiple models efficiently, with direct implications for federated learning and uncertainty quantification at scale.58





















