Model Selection for High-Dimensional Regression under the Generalized Irrepresentability Condition.
Adel JavanmardAndrea MontanariPublished in: NIPS (2013)
Keyphrases
- model selection
- high dimensional
- variable selection
- regression model
- cross validation
- hyperparameters
- bayesian learning
- parameter estimation
- sample size
- mixture model
- statistical inference
- low dimensional
- machine learning
- selection criterion
- meta learning
- feature space
- parameter space
- error estimation
- bayesian model selection
- parameter determination
- feature selection
- generalization bounds
- dimension reduction
- generalization error
- gaussian process
- model selection criteria
- information criterion
- automatic model selection
- data mining
- objective function
- active learning
- probabilistic model
- learning machines
- data points
- gaussian processes
- dimensionality reduction