Distribution-free Deviation Bounds of Learning via Model Selection with Cross-validation Risk Estimation.
Diego MarcondesCláudia M. PeixotoPublished in: CoRR (2023)
Keyphrases
- model selection
- cross validation
- distribution free
- statistical learning
- parameter estimation
- hyperparameters
- learning machines
- large deviations
- error estimation
- selection criterion
- regression model
- variable selection
- generalization error
- generalization bounds
- bayesian methods
- sample size
- information criterion
- machine learning
- gaussian process
- vc dimension
- learning algorithm
- learning tasks
- normal distribution
- support vector
- learning problems
- approximate inference
- sample complexity
- upper bound
- probability distribution
- training set
- feature selection
- bayesian information criterion
- data sets