Accelerating Model Selection with Safe Screening for L 1-Regularized L 2-SVM.
Zheng ZhaoJun LiuJames CoxPublished in: ECML/PKDD (3) (2014)
Keyphrases
- model selection
- feature selection
- support vector machine svm
- selection criterion
- support vector
- cross validation
- learning machines
- machine learning
- hyperparameters
- regression model
- sample size
- support vector machine
- bayesian learning
- least squares
- parameter estimation
- svm classifier
- error estimation
- knn
- model selection criteria
- statistical inference
- statistical learning
- grid search
- generalization error
- variable selection
- training data
- training set
- gaussian process
- generalization ability
- automatic model selection
- marginal likelihood
- multi class
- support vectors
- statistical learning theory
- kernel function
- bayesian model selection
- data mining
- feature space
- objective function
- feature vectors
- kernel methods