A non-asymptotic model selection in block-diagonal mixture of polynomial experts models.
TrungTin NguyenFaicel ChamroukhiHien Duy NguyenFlorence ForbesPublished in: CoRR (2021)
Keyphrases
- model selection
- mixture model
- cross validation
- marginal likelihood
- hyperparameters
- parameter estimation
- regression model
- sample size
- block diagonal
- feature selection
- variable selection
- gaussian process
- model selection criteria
- information criterion
- selection criterion
- machine learning
- kernel matrix
- maximum likelihood
- probabilistic model
- generalization error
- bayesian networks