Distributionally Robust Formulation and Model Selection for the Graphical Lasso.
Pedro Cisneros-VelardeSang-Yun OhAlexander PetersenPublished in: CoRR (2019)
Keyphrases
- model selection
- robust optimization
- cross validation
- hyperparameters
- sample size
- parameter estimation
- variable selection
- bayesian learning
- regression model
- feature selection
- generalization error
- error estimation
- statistical learning
- mixture model
- motion segmentation
- model selection criteria
- selection criterion
- information criterion
- machine learning
- bayesian methods
- meta learning
- statistical inference
- parameter determination
- gaussian process
- marginal likelihood
- automatic model selection
- generative model
- active learning
- feature space
- leave one out cross validation
- decision trees
- data mining