Model Selection via Bilevel Optimization.
Kristin P. BennettJing HuXiaoyun JiGautam KunapuliJong-Shi PangPublished in: IJCNN (2006)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- sample size
- regression model
- bayesian learning
- machine learning
- statistical inference
- meta learning
- mixture model
- variable selection
- feature selection
- model selection criteria
- selection criterion
- statistical learning
- motion segmentation
- error estimation
- gaussian process
- generalization error
- convex programming
- parameter determination
- marginal likelihood
- least squares
- bayesian methods
- generalization bounds
- bayesian information criterion
- information criterion
- grid search
- bayesian model selection