Scalable Marginal Likelihood Estimation for Model Selection in Deep Learning.
Alexander ImmerMatthias BauerVincent FortuinGunnar RätschMohammad Emtiyaz KhanPublished in: ICML (2021)
Keyphrases
- model selection
- marginal likelihood
- deep learning
- unsupervised learning
- parameter estimation
- machine learning
- hyperparameters
- cross validation
- selection criterion
- model selection criteria
- information criterion
- regression model
- gaussian process
- mixture model
- feature selection
- sample size
- variable selection
- bayesian information criterion
- generalization error
- approximate inference
- closed form
- posterior distribution
- density estimation