A better measure of relative prediction accuracy for model selection and model estimation.
Chris TofallisPublished in: J. Oper. Res. Soc. (2015)
Keyphrases
- prediction accuracy
- model selection
- parameter estimation
- selection criterion
- machine learning
- bayesian learning
- feature selection
- improve the prediction accuracy
- statistical model
- learning algorithm
- error estimation
- em algorithm
- probability distribution
- objective function
- mixture model
- semi supervised
- regression model
- cross validation
- hyperparameters
- probabilistic model
- likelihood function
- pairwise
- similarity measure
- automatic model selection