An alternative to model selection in ordinary regression.
Nicholas T. LongfordPublished in: Stat. Comput. (2003)
Keyphrases
- model selection
- cross validation
- regression model
- hyperparameters
- parameter estimation
- bayesian learning
- machine learning
- sample size
- error estimation
- variable selection
- statistical learning
- generalization error
- automatic model selection
- bayesian model selection
- statistical inference
- feature selection
- gaussian process
- meta learning
- learning machines
- information criterion
- kernel matrix
- mixture model
- support vector regression
- selection criterion
- least squares
- bayesian information criterion
- leave one out cross validation
- model selection criteria
- objective function