A Non-asymptotic Risk Bound for Model Selection in a High-Dimensional Mixture of Experts via Joint Rank and Variable Selection.
TrungTin NguyenDung Ngoc NguyenHien Duy NguyenFaicel ChamroukhiPublished in: AI (2) (2023)
Keyphrases
- variable selection
- model selection
- mixture model
- marginal likelihood
- cross validation
- high dimensional
- generalization bounds
- hyperparameters
- sample size
- machine learning
- bayesian learning
- statistical learning
- parameter estimation
- gaussian mixture model
- upper bound
- gaussian process
- selection criterion
- unsupervised learning
- leave one out cross validation
- model selection criteria
- generalization error
- feature selection
- regression model
- statistical inference
- information criterion
- bayesian model averaging
- nearest neighbor
- feature space
- bayesian methods
- exponential family
- markov random field
- least squares