A Problem in Model Selection of LASSO and Introduction of Scaling.
Katsuyuki HagiwaraPublished in: ICONIP (2) (2016)
Keyphrases
- model selection
- cross validation
- variable selection
- hyperparameters
- feature selection
- bayesian learning
- sample size
- statistical learning
- error estimation
- regression model
- selection criterion
- machine learning
- model selection criteria
- parameter estimation
- mixture model
- generalization error
- gaussian process
- information criterion
- motion segmentation
- parameter determination
- meta learning
- automatic model selection
- marginal likelihood
- leave one out cross validation
- statistical inference
- maximum likelihood
- similarity measure
- generalization bounds
- graphical models
- bayesian methods
- generative model