Model Selection in Online Learning for Times Series Forecasting.
Waqas JamilAbdelhamid BouchachiaPublished in: UKCI (2018)
Keyphrases
- model selection
- online learning
- cross validation
- hyperparameters
- sample size
- parameter estimation
- bayesian learning
- motion segmentation
- variable selection
- meta learning
- statistical learning
- e learning
- machine learning
- mixture model
- regression model
- statistical inference
- model selection criteria
- selection criterion
- marginal likelihood
- feature selection
- active learning
- bayesian methods
- generalization error
- error estimation
- gaussian process
- parameter determination
- em algorithm
- maximum likelihood
- information criterion
- hypothesis tests
- training set
- automatic model selection
- multivariate regression