Regularizing generalization error estimators: a novel approach to robust model selection.
Masashi SugiyamaMotoaki KawanabeKlaus-Robert MüllerPublished in: ESANN (2004)
Keyphrases
- model selection
- generalization error
- cross validation
- linear classifiers
- classification error
- hyperparameters
- sample size
- unbiased estimator
- error estimation
- training error
- regression model
- hypothesis tests
- subspace information criterion
- sample complexity
- mixture model
- variable selection
- machine learning
- learning machines
- leave one out cross validation
- gaussian process
- decision trees
- learning algorithm
- model selection criteria
- upper bound
- training set
- optimal solution
- data sets