Note on "Comparison of Model Selection for Regression" by Vladimir Cherkassky and Yunqian Ma.
Trevor HastieRobert TibshiraniJerome H. FriedmanPublished in: Neural Comput. (2003)
Keyphrases
- model selection
- cross validation
- regression model
- hyperparameters
- parameter estimation
- sample size
- statistical learning
- bayesian learning
- generalization error
- meta learning
- multivariate regression
- model selection criteria
- selection criterion
- feature selection
- statistical inference
- machine learning
- error estimation
- gaussian process
- motion segmentation
- mixture model
- information criterion
- bayesian information criterion
- prior knowledge
- bayesian methods
- support vector
- bayesian networks
- leave one out cross validation
- marginal likelihood
- maximum likelihood
- bayesian model selection