A fast algorithm for non-negativity model selection.
Cristian GatuErricos John KontoghiorghesPublished in: Stat. Comput. (2013)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- regression model
- parameter estimation
- sample size
- gaussian process
- statistical learning
- error estimation
- motion segmentation
- model selection criteria
- feature selection
- variable selection
- mixture model
- information criterion
- generalization error
- meta learning
- automatic model selection
- generalization bounds
- machine learning
- leave one out cross validation
- marginal likelihood