Bayesian Model Selection, the Marginal Likelihood, and Generalization.
Sanae LotfiPavel IzmailovGregory W. BentonMicah GoldblumAndrew Gordon WilsonPublished in: ICML (2022)
Keyphrases
- unsupervised learning
- model selection
- bayesian model selection
- marginal likelihood
- hyperparameters
- cross validation
- information criterion
- parameter estimation
- sample size
- mixture model
- regression model
- feature selection
- machine learning
- gaussian process
- bayesian information criterion
- state space
- em algorithm
- posterior probability
- random sampling
- low dimensional
- training data