Closed-loop Model Selection for Kernel-based Models using Bayesian Optimization.
Thomas BeckersSomil BansalClaire J. TomlinSandra HirchePublished in: CDC (2019)
Keyphrases
- model selection
- closed loop
- bayesian learning
- statistical inference
- parameter estimation
- cross validation
- hyperparameters
- open loop
- marginal likelihood
- bayesian methods
- control system
- bayesian model selection
- bayesian approaches
- regression model
- control law
- control scheme
- gaussian process
- selection criterion
- feedback control
- model selection criteria
- automatic model selection
- machine learning
- mixture model
- information criterion
- covariate shift
- feature selection
- probabilistic model
- gaussian processes
- parameter identification
- generalization error
- variable selection
- maximum likelihood
- bayesian networks
- bayesian information criterion
- posterior distribution
- kernel machines
- autoregressive