On Model Selection Consistency of Lasso for High-Dimensional Ising Models.
Xiangming MengTomoyuki ObuchiYoshiyuki KabashimaPublished in: AISTATS (2023)
Keyphrases
- model selection
- variable selection
- cross validation
- hyperparameters
- high dimensional
- parameter estimation
- bayesian learning
- sample size
- error estimation
- statistical inference
- model selection criteria
- mixture model
- feature selection
- parameter determination
- gaussian process
- statistical learning
- machine learning
- information criterion
- regression model
- statistical model
- selection criterion
- support vector
- generalization error
- statistical models
- bayesian methods
- high dimensional data
- automatic model selection