Over-Fitting in Model Selection with Gaussian Process Regression.
Rekar O. MohammedGavin C. CawleyPublished in: MLDM (2017)
Keyphrases
- model selection
- gaussian process regression
- gaussian process
- parameter estimation
- hyperparameters
- gaussian processes
- cross validation
- sample size
- regression model
- machine learning
- information criterion
- model selection criteria
- marginal likelihood
- approximate inference
- bayesian methods
- selection criterion
- automatic model selection
- feature selection
- expectation propagation
- mixture model
- active learning
- support vector