Better Model Selection with a new Definition of Feature Importance.
Fan FangCarmine VentreLingbo LiLeslie KanthanFan WuMichail BasiosPublished in: CoRR (2020)
Keyphrases
- model selection
- feature importance
- feature selection
- cross validation
- random forest
- hyperparameters
- bayesian learning
- sample size
- parameter estimation
- error estimation
- regression model
- relevance feedback
- selection criterion
- mixture model
- semi supervised
- generalization error
- variable selection
- machine learning
- statistical inference
- gaussian process
- marginal likelihood
- unsupervised learning
- automatic model selection