Fast bootstrap methodology for regression model selection.
Amaury LendasseGeoffroy SimonVincent WertzMichel VerleysenPublished in: Neurocomputing (2005)
Keyphrases
- model selection
- cross validation
- regression model
- sample size
- hypothesis tests
- parameter estimation
- bayesian learning
- hyperparameters
- variable selection
- statistical learning
- generalization error
- error estimation
- motion segmentation
- statistical inference
- automatic model selection
- feature selection
- generalization bounds
- information criterion
- learning machines
- meta learning
- gaussian process
- model selection criteria
- bayesian methods
- selection criterion
- mixture model
- marginal likelihood
- machine learning
- gaussian processes
- bayesian information criterion
- leave one out cross validation
- probabilistic model
- bayesian model selection