Bayesian Cross Validation and WAIC for Predictive Prior Design in Regular Asymptotic Theory.
Sumio WatanabePublished in: CoRR (2015)
Keyphrases
- cross validation
- model selection
- prior knowledge
- hyperparameters
- cross validated
- support vector
- training set
- posterior distribution
- regression problems
- bayesian methods
- unseen data
- formal methods
- variable selection
- bayesian networks
- neural network
- nearest neighbor classifiers
- leave one out cross validation
- database
- regularization parameter
- maximum likelihood
- probability distribution
- machine learning
- data sets