Approximate Cross-Validation for Structured Models.
Soumya GhoshWilliam T. StephensonTin D. NguyenSameer K. DeshpandeTamara BroderickPublished in: CoRR (2020)
Keyphrases
- cross validation
- model selection
- unseen data
- variable selection
- cross validated
- hyperparameters
- training set
- information criterion
- support vector
- parameter estimation
- training data
- generalization error
- gaussian process
- neural network
- multi class
- learning algorithm
- ls svm
- regression problems
- random sampling
- machine learning
- regularization parameter
- real world