Metrics for Model Selection in Consumer Finance Problems.
Debjit BiswasBabu NarayananRamasubramanian SundararajanPublished in: Australian Conference on Artificial Intelligence (2005)
Keyphrases
- model selection
- cross validation
- statistical inference
- hyperparameters
- meta learning
- sample size
- bayesian learning
- parameter estimation
- motion segmentation
- regression model
- automatic model selection
- mixture model
- variable selection
- information criterion
- model selection criteria
- gaussian process
- bayesian methods
- selection criterion
- parameter determination
- machine learning
- statistical learning
- probabilistic model
- active learning
- training data
- marginal likelihood